Stochastic search, optimization, and the simultaneous perturbation algorithm - a tutorial

We present a summary of a tutorial presentation related to stochastic methods for search and optimization. Such methods have wide applicability in the implementation and design of multiagent systems. The first part of the tutorial covers some general principles in stochastic search and optimization and the second part focuses on the "simultaneous perturbation stochastic approximation (SPSA)" algorithm, which is one popular method for search and optimization.