Sergiu Goschin, Ari Weinstein, Michael L. Littman. The Cross-Entropy Method Optimizes for Quantiles. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 1193-1201, JMLR.org, 2013. [doi]
Abstract is missing.