From Wolfram’s MathWorld

• Stochastic optimization refers to the minimization (or maximization) of a function in the presence of randomness in the optimization process. Th d b t ith i i te ran omness may e presen as e er no se n measuremen s or Monte Carlo randomness in the search procedure, or both. • Common methods of stochastic optimization include direct search th d ( h th N ld M d th d) t h time o s suc as e e er- ea me o, s oc as c approximation, stochastic programming, and miscellaneous methods such as simulated annealing and genetic algorithms