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The Cross-Entropy Method Optimizes for Quantiles

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]

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Sergiu Goschin

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Ari Weinstein

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Michael L. Littman

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