Description: This book develops stochastic averaging theorems and stochastic extremum-seeking algrithms, illustrating their use in a variety of models. Includes simulation examples based in bacterial locomotion, multi-agent robotic systems, and economic market models.
Review Quotes:
From the book reviews:
"This research monograph presents and consolidates new results on the well-known topic of stochastic averaging and in the emerging area of stochastic extremum seeking. ... The monograph develops averaging from scratch for ordinary differential equations in deterministic and stochastic settings. ... This book will be of interest to researchers interested in stochastic search techniques applied to a large variety of engineering systems." (IEEE Control Systems Magazine, October, 2013)