Cross-Entropy Method in Application to the SIRC Model
The study considers the usage of a probabilistic optimization method called Cross-Entropy (CE). This is the version of the Monte Carlo method created by Reuven Rubinstein (1997). It was developed in the context of determining rare events. Here we will present the way in which the CE method can be us...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/13/11/281 |