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]

@inproceedings{GoschinWL13,
  title = {The Cross-Entropy Method Optimizes for Quantiles},
  author = {Sergiu Goschin and Ari Weinstein and Michael L. Littman},
  year = {2013},
  url = {http://jmlr.org/proceedings/papers/v28/goschin13.html},
  researchr = {https://researchr.org/publication/GoschinWL13},
  cites = {0},
  citedby = {0},
  pages = {1193-1201},
  booktitle = {Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013},
  volume = {28},
  series = {JMLR Proceedings},
  publisher = {JMLR.org},
}