Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control
James C. Spall introduces the principles of stochastic search and optimization through the connected topics of estimation, simulation, and control. Designed as a technical foundation, this book explores computational approaches for problems involving uncertainty and offers an interdisciplinary perspective for students, researchers, and practitioners.
About This Book
Introduction to Stochastic Search and Optimization presents a broad examination of methods for search and optimization when uncertainty is part of the problem.
The book brings together estimation, simulation, and control as central themes in the study of stochastic systems and computational methods.
It is intended as a technical resource for readers exploring the principles and applications of stochastic search and optimization.
Written by James C. Spall, this volume provides an organized introduction to an interdisciplinary area connecting mathematics, science, and engineering.
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