A Cross-Entropy Method for Value-at-Risk Constrained Optimization.

Duc Manh Nguyen Le Thi Hoai An Pham Dinh Tao

Published in: ACIIDS (2) (2011)

Keyphrases

cross entropy
constrained optimization
similarity measure
neural network
cost function
log likelihood
image segmentation
objective function
model selection
basis functions
iterative methods