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Professor Dirk Kroese


Dirk P. Kroese is a professor of Mathematics and Statistics. He is the co-author of several influential monographs on simulation and Monte Carlo methods, including Handbook of Monte Carlo Methods and Simulation and the Monte Carlo Method (2nd Edition). Dirk is a pioneer of the well-known Cross-Entropy method: an adaptive Monte Carlo technique which is being used around the world to help solve difficult estimation and optimization problems in science, engineering, and finance.

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Phone: 53287
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