ar X iv : m at h / 05 09 35 2 v 1 [ m at h . O C ] 1 5 Se p 20 05 ROBUST ROUTING AND CROSS - ENTROPY ESTIMATION

In this article we present a novel way to estimate the amounts of traffic on the OriginDestination couples (OD couples). This new approach combines together a routing algorithm based on the principle of the shortest path and a recent technique of stochastic optimization called Cross-Entropy. The CE method was built at the origin, to tackle problems of rare-event simulation. However, its inventor, R. Rubinstein, realized soon that the underlying idea should be applied efficiently to combinatorial and multi-extremal optimization problems. In a final part, we adapt a particular filtering algorithm in order to be able to dynamically estimate the evolution of the traffic on the OD couples. The aim of this report is to highlight rather original ideas, however the choices of the prior distributions and some specific parameters may be quite arbitrary.