Description:The problems of search, exploration, discovery and identification are of key importance in a wide variety of applications. This book provides a comprehensive survey of the substantial contributions made to these problems by researchers in the last 30 years. The authors emphasise connections to other fields such as stochastic approximation, information theory, statistics and operations research. The first part of the book gives a thorough and detailed introduction to the subject, covering the more elementary search problems. The second half is intended to provide a guide to the various methods available for scientific researchers faced with more complex problems.