Spall, James C.

Introduction to stochastic search and optimization : estimation, simulation, and control / James C. Spall - Hoboken, NJ : Wiley, 2003 - xx, 595 p. : ill. ; 26 cm. - Wiley-Interscience series in discrete mathematics and optimization .

Includes bibliographical references and index

9780471330523 (hbk.)


Stochastic processes
Search theory
Mathematical optimization