The Cross-Entropy Method : A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) (2004. XX, 300 p. w. 38 ill. 24 cm)

Our aim was to write a book on the CE method which was accessible to advanced undergraduate students and engineers who simply want to apply the CE method in their work, while at the same time accentu­ ating the unifying and novel mathematical ideas behind the CE method, so as to stimulate further research at a postgraduate level.