Simulation optimization using the cross-entropy method with optimal computing budget allocation

Donghai He, Loo Hay Lee, Chun-Hung Chen, Michael C. Fu, Segev Wasserkrug. Simulation optimization using the cross-entropy method with optimal computing budget allocation. ACM Trans. Model. Comput. Simul., 20(1), 2010. [doi]

@article{HeLCFW10,
  title = {Simulation optimization using the cross-entropy method with optimal computing budget allocation},
  author = {Donghai He and Loo Hay Lee and Chun-Hung Chen and Michael C. Fu and Segev Wasserkrug},
  year = {2010},
  doi = {10.1145/1667072.1667076},
  url = {http://doi.acm.org/10.1145/1667072.1667076},
  tags = {optimization, C++},
  researchr = {https://researchr.org/publication/HeLCFW10},
  cites = {0},
  citedby = {0},
  journal = {ACM Trans. Model. Comput. Simul.},
  volume = {20},
  number = {1},
}