scholarly journals Asymptotic optimality of the cross-entropy method for Markov chain problems

2010 ◽  
Vol 1 (1) ◽  
pp. 1571-1578 ◽  
Author(s):  
Ad Ridder
2005 ◽  
Vol 134 (1) ◽  
pp. 19-67 ◽  
Author(s):  
Pieter-Tjerk de Boer ◽  
Dirk P. Kroese ◽  
Shie Mannor ◽  
Reuven Y. Rubinstein

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