Dirk P. Kroese Books
The Cross Entropy Method
The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. Th...
Read MoreThe Cross-Entropy Method
The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. Th...
Read MoreHandbook for Monte Carlo methods
"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and...
Read More