Annals of operations research




НазваниеAnnals of operations research
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ANNALS OF OPERATIONS RESEARCH

Volume 134, Number 1 / February, 2005


Authors Dirk P. Kroese and Reuven Y. Rubinstein

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17-18

A Tutorial on the Cross-Entropy Method

Authors Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor and Reuven Y. Rubinstein

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19-67

Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy

Author Pieter-Tjerk de Boer

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69-100

The Cross-Entropy Method for Network Reliability Estimation

Authors K.-P. Hui, N. Bean, M. Kraetzl and Dirk P. Kroese

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101-118

Importance Sampling Simulations of Markovian Reliability Systems Using Cross-Entropy

Author Ad Ridder

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119-136


Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment

Authors G. Alon, D. P. Kroese, T. Raviv and R. Y. Rubinstein

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137-151

Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method

Authors Krishna Chepuri and Tito Homem-de-Mello

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153-181

Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology

Authors Izack Cohen, Boaz Golany and Avraham Shtub

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183-199

On the Convergence of the Cross-Entropy Method

Author L. Margolin

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201-214

Basis Function Adaptation in Temporal Difference Reinforcement Learning

Authors Ishai Menache, Shie Mannor and Nahum Shimkin

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215-238

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