Further information:
James C. Spall
Johns Hopkins University
Applied Physics Laboratory
11100 Johns Hopkins Rd.
Laurel, MD 20723-6099

Introductory Articles
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Surveys of selected issues in stochastic optimization
Spall, J. C. (1999),

"Stochastic Optimization: Stochastic Approximation and Simulated Annealing,"
in Encyclopedia of Electrical and Electronics Engineering (J. G. Webster, ed.), Wiley, New York, vol. 20, pp. 529542 (this article focuses on stochastic approximation and simulated annealing).

Spall, J. C. (2012),
  "Stochastic Optimization,"
in Handbook of Computational Statistics:Concepts and Methods (2nd edition) (J. Gentle, W. Härdle, and Y. Mori, eds.), Springer-Verlag, Heidelberg, Chapter 7, pp. 173201 (this article focuses on random search, stochastic approximation, and genetic algorithms).
Introduction to SPSA
Spall, J. C. (1998),

"An Overview of the Simultaneous Perturbation Method for Efficient Optimization,"
Johns Hopkins APL Technical Digest, vol. 19(4), pp. 482492.

Related Book
Spall, J. C. (2003),

Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control,
Wiley, Hoboken, NJ.