An important application of mobile robots is searching a region to locate the origin of a specific phenomenon. A variety of optimization algorithms can be employed to locate the target source, which has the maximum intensity of the distribution of some detected function. We propose two neural network algorithms: stochastic optimization algorithm and dual heuristic programming (DHP) to solve the collective robotic search problem. Experiments were carried out to investigate the effect of noise and the number of robots on the task performance, as well as the expenses. The experimental results showed that the performance of the dual heuristic programming (DHP) is better than the stochastic optimization method.