The cross-entropy method for solving a variety of hierarchical search problems

This paper introduces a common method, based on the cross-entropy method, in order to solve a variety of search problems when search resources are scarce compared to the size of the space of search. In particular, we solve: detection and information search problems, a detection search game, and a two-targets detection search problem. Our approach is built of two steps: first, decompose a problem in a hierarchical manner (two optimization levels) and then, solve the global level using the cross-entropy method. At local level, different solutions are conceivable, depending of the kind of the problem. Problems of interest are in the field of combinatorial optimization and are considered to be hard to solve: we find optimal solution in most cases with a reasonable computation time.