Volume 134, Issue 1 | Annals of Operations Research

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Volume 134, Issue 1

February 2005

The Cross-Entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation

Issue Editors:

Pieter-Tjerk de Boer,
Dirk P. Kroese,
Shie Manor,
Reuven Y. Rubinstein

10 articles in this issue

Preface
Dirk P. Kroese
Reuven Y. Rubinstein
EditorialNotes Pages: 17 - 18
A Tutorial on the Cross-Entropy Method
Pieter-Tjerk de Boer
Dirk P. Kroese
Reuven Y. Rubinstein
EditorialNotes Pages: 19 - 67
Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy
Pieter-Tjerk de Boer
EditorialNotes Pages: 69 - 100
The Cross-Entropy Method for Network Reliability Estimation
K.-P. Hui
N. Bean
Dirk P. Kroese
EditorialNotes Pages: 101 - 118
Importance Sampling Simulations of Markovian Reliability Systems Using Cross-Entropy
Ad Ridder
EditorialNotes Pages: 119 - 136
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment
G. Alon
D. P. Kroese
R. Y. Rubinstein
EditorialNotes Pages: 137 - 151
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method
Krishna Chepuri
Tito Homem-de-Mello
EditorialNotes Pages: 153 - 181
Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology
Izack Cohen
Boaz Golany
Avraham Shtub
EditorialNotes Pages: 183 - 199
On the Convergence of the Cross-Entropy Method
L. Margolin
EditorialNotes Pages: 201 - 214
Basis Function Adaptation in Temporal Difference Reinforcement Learning
Ishai Menache
Shie Mannor
Nahum Shimkin
EditorialNotes Pages: 215 - 238