On the Convergence of the Cross-Entropy Method

The Cross-Entropy Method for Combinatorial and Continuous Optimization

Reuven Y. Rubinstein · Methodology And Computing In Applied Probability · 1999 · 903 citations

Natural Sciences, Computer Science, Mathematics +12

Optimization of computer simulation models with rare events

Reuven Y. Rubinstein · European Journal of Operational Research · 1997 · 699 citations

Business, Computer Science, Physics +14

An Efficient Method for Generating Discrete Random Variables with General Distributions

A.J. Walker · ACM Transactions on Mathematical Software · 1977 · 606 citations · Full text

Natural Sciences, Electrical Engineering, Mathematics +13

ACO algorithms with guaranteed convergence to the optimal solution

Walter J. Gutjahr · Information Processing Letters · 2002 · 283 citations

Natural Sciences, Computer Science, Algorithms +6

Cross-entropy and rare events for maximal cut and partition problems

Reuven Y. Rubinstein · ACM Transactions on Modeling and Computer Simulation · 2002 · 89 citations

Natural Sciences, Computer Science, Mathematics +15