The table of contents of the tutorial is as follows:

- Introduction
- Methodology: Two Examples
- A Rare Event Simulation Example
- A Combinatorial Optimisation Example

- The Main Algorithm(s)
- The CE Method for Rare Event Simulation
- The CE Method for Combinatorial Optimisation

- Various applications
- The Max-Cut problem
- The Travelling Salesman Problem

- Modifications
- Alternative Performance Functions
- Fully Adaptive CE Algorithm

- Further Developments
- Vector Quantization and Clustering Analysis
- Markovian Decision Process

- Discussion and Future Directions