@inproceedings{6031b1db7f294581b2ebf71b35bdd54e,
title = "A population-based cross-entropy method with dynamic sample allocation",
abstract = "This paper generalizes the cross-entropy (CE) method to a population-based setting, where a population of probabilistic models is maintained/updated and subsequently propagated from generation to generation. One of the key questions in the proposed approach is how to efficiently distribute a given sample budget among different models in a population to maximize algorithm performance. We formulate this problem as a Markov decision process (MDP) model and derive an efficient dynamic sample allocation scheme to adaptively allocate computational resources. We carry out numerical studies to illustrate the method and compare its performance with existing procedures.",
author = "Jiaqiao Hu and Chang, \{Hyeong Soo\}",
year = "2008",
doi = "10.1109/CDC.2008.4738587",
language = "English",
isbn = "9781424431243",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "2426--2431",
booktitle = "Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008",
note = "47th IEEE Conference on Decision and Control, CDC 2008 ; Conference date: 09-12-2008 Through 11-12-2008",
}