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MR1968388 (2004b:90005) 90-02 (62L20 90B40 90C15)
Spall, James C. Introduction to stochastic search and optimization. Estimation, simulation, and control. Wiley-Interscience Series in Discrete Mathematics and Optimization. Wiley-Interscience [John Wiley & Sons], Hoboken, NJ, 2003. xx+595 pp. ISBN: 0-471-33052-3
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