Softcover reprint of the original 1st ed. 2004 Edition

The Cross-Entropy Method by Rubinstein is a groundbreaking book that revolutionizes the field of stochastic optimization and simulation-based performance analysis of stochastic systems.

As the pioneers of the well-known score function and cross-entropy methods, Rubinstein provides an accessible and straight-to-the-point pedagogical monograph on a modern subject.

This excellent book is written for a broad audience of engineers, computer scientists, mathematicians, statisticians, and in general, anyone interested in smart simulation, fast optimization, learning algorithms, and image processing. The book covers a range of optimization problems and provides a substantial contribution to stochastic optimization theory.

With no other books available on this topic, The Cross-Entropy Method by Rubinstein is a unique and comprehensive introduction to the cross-entropy method, making it an essential reference for anyone looking to apply this innovative approach.

Don't miss out on this opportunity to revolutionize your understanding of stochastic optimization and simulation-based performance analysis.

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