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MR2136658 (2006f:90053) 90C27 (90C59)
de Boer, Pieter-Tjerk; Kroese, Dirk P.; Mannor, Shie; Rubinstein, Reuven Y. A tutorial on the cross-entropy method. Ann. Oper. Res. 134 (2005), 19–67.
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