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Simulation optimization using the cross-entropy method with optimal computing budget allocation.

Donghai HeLoo Hay LeeChun-Hung ChenMichael C. FuSegev Wasserkrug
Published in: ACM Trans. Model. Comput. Simul. (2010)
Keyphrases
  • cross entropy
  • error function
  • search engine
  • similarity measure
  • closed form
  • optimization method
  • cost function
  • em algorithm