La méthode l`entropie croisée - studylibfr.com
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La méthode de l'entr opie-croisée (CE) (Reuv en Rubinstein 1997) est un e méthode général e d'optimisation de type Monte-Carlo, pou r l'optimisation combinatoire et continue. La méthode a été conçue à l'origine pour la simu lation d'événements rares, où des densités
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