Tutorial Publications Call for Papers
	Tutorial

A tutorial about the CE method is available in PDF format here (889 kB). It will be updated every now and then; the presently available version is from November 28, 2003.

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