Fast sequential Monte Carlo methods for counting and optimization / Reuven Rubinstein, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology, Haifa, Israel, Ad Ridder, Department of Econometrics and Operations Research, Vrije University, Amsterdam, Netherlands, Radislav Vaisman, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology, Haifa, Israel. [electronic resource] Rubinstein, Reuven Y. Ridder, Ad, 1955- Vaisman, Radislav. Monte Carlo method. Mathematical optimization. T57.64 518/.282 23 Includes bibliographical references and index. Description based on print version record and CIP data provided by publisher. This book presents the first comprehensive account of fast sequential Monte Carlo (SMC) methods for counting and optimization at an exceptionally accessible level. Written by authorities in the field, it places great emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. The overall aim is to make SMC methods accessible to readers who want to apply and to accentuate the unifying and novel mathematical ideas behind SMC in their future studies or work. 2013 Text 1 online resource. http://onlinelibrary.wiley.com/book/10.1002/9781118612323 eng Wiley series in probability and statistics Wiley series in probability and statistics. Fast sequential Monte Carlo methods for counting and optimization Fast sequential Monte Carlo methods for counting and optimization