This is a reference to act 5, scene 1 of the play, at the beginning of which Lorenzo is describing the beauty of the night. He imagines that on such a night as this, Troilus "mounted the Troyan walls / And sigh'd his soul toward the Grecian tents." He notes that Cressid, or Cressida, would have been among these tents.
The story of Troilus and Cressida is one popularly retold in English—Chaucer wrote about this Greek couple in his poem "Troilus and Criseyde." Troilus is also referred to in Homer's Iliad; according to Greek myth, he was one of the sons of King Priam of Troy. The extension of Troilus's story to include his romance with Cressida is actually only dated to the medieval period; according to this version, Cressida, whose father is a defector who has taken the side of the Greeks, at first returns Troilus's affections. Later, however, she turns away from him after she is sent back to her father on the Greek side of the lines (note that the Trojans and the Greeks are, of course, at war). Troilus pines after her until he is killed in battle.
So, in this reference, Lorenzo is alluding to a famous lover who is pining towards the "Grecian tents" in which his beloved lies, still faithful to her even though she has turned away from him.