## Cross Entropy Method

In the Cross Entropy Method, we wish to estimate the likelihood

Here $X$ is a random variable whose distribution is known and belongs to a parametrized family of densities $f( , v)$. Further $S(X)$ is often a solution to an optimization problem.

## Congestion Control

We argue, in a slightly informal manner, that queueing networks implicitly optimize a utility function subject to constraints on network capacity. We start with the simple example of a closed queueing network and, as we shall discuss, a motivating example is the Transmission Control Protocol which controls the number of packets in transfer on an Internet connection.