Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control
James C. Spall
Peb 2005 · John Wiley & Sons
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* Unique in its survey of the range of topics.
* Contains a strong, interdisciplinary format that will appeal to both students and researchers.
* Features exercises and web links to software and data sets.
* Contains a strong, interdisciplinary format that will appeal to both students and researchers.
* Features exercises and web links to software and data sets.
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JAMES C. SPALL is a member of the Principal Professional Staff at the Johns Hopkins University, Applied Physics Laboratory, and is the Chair of the Applied and Computational Mathematics Program within the Johns Hopkins School of Engineering. Dr. Spall has published extensively in the areas of control and statistics and holds two U.S. patents. Among other appointments, he is Associate Editor at Large for the IEEE Transactions on Automatic Control and Contributing Editor for the Current Index to Statistics. Dr. Spall has received numerous research and publications awards and is an elected Fellow of the Institute of Electrical and Electronics Engineers (IEEE).
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