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A Tutorial on the Cross-Entropy Method

20052,991 citationsJournal Articlegreen Open Access

Authors

Pieter-Tjerk de Boer · University of Twente

Dirk P. Kroese · University of Queensland

Shie Mannor · McGill University

Reuven Y. Rubinstein · Technion – Israel Institute of Technology

Topics & Keywords

Simulation Techniques and Applications Reinforcement Learning in Robotics Gaussian Processes and Bayesian Inference

Publication Details

Published in: Annals of Operations Research

Volume 134, Issue 1, pp. 19-67

DOI: 10.1007/s10479-005-5724-z

Field-Weighted Citation Impact: 48.77

A Tutorial on the Cross-Entropy Method | Researchclopedia