Introduction to Stochastic Search and Optimization : Estimation, Simulation, and Control

"This volume deserves a prominent role not only as a textbook, but also as a desk reference for anyone who must cope with noisy data..." (Computing Reviews.com, January 6, 2006) "...well written and accessible to a wide audience...a welcome addition to the control and optimization community." (IEEE Control Systems Magazine, June 2005) "...a step toward learning more about optimization techniques that often are not part of a statistician's training." (Journal of the American Statistical Association, December 2004) "...provides easy access to a very broad, but related, collection of topics..." (Short Book Reviews, August 2004) "Rather than simply present various stochastic search and optimization algorithms as a collection of distinct techniques, the book compares and contrasts the algorithms within a broader context of stochastic methods." (Technometrics, August 2004, Vol. 46, No. 3)