Tito Homem-de-Mello. A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS Journal on Computing, 19(3):381-394, 2007. [doi]
@article{Homem-de-Mello07,
title = {A Study on the Cross-Entropy Method for Rare-Event Probability Estimation},
author = {Tito Homem-de-Mello},
year = {2007},
doi = {10.1287/ijoc.1060.0176},
url = {http://dx.doi.org/10.1287/ijoc.1060.0176},
researchr = {https://researchr.org/publication/Homem-de-Mello07},
cites = {0},
citedby = {0},
journal = {INFORMS Journal on Computing},
volume = {19},
number = {3},
pages = {381-394},
}