MATLAB & Simulink Based Books

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

		James C. Spall, The Johns Hopkins University Applied Physics Laboratory John Wiley & Sons, Inc., 2003 Tel:  800-225-5945 Fax:  732-302-2300 Outside North America Tel:  +44-1243-843-294 Fax:  +44-1243-843-296 ISBN: 0-471-33052-3 Language: English

Intended as a reference for researchers and a textbook for students, this book discusses a broad range of methods in stochastic search and optimization. Methods covered include random search, recursive least squares, stochastic approximation, simulated annealing, evolutionary computation, and reinforcement learning.

Companion Software: A set of MATLAB M-files is available. Retrieve companion software