The problems of search, exploration, discovery, and identification are of key importance in a wide variety of applications, including engineering, computer science, economics, and information theory. Over the past 30 years a great deal of work has been done on search problems by scientists from several disciplines. This book brings together the results from a number of different fields to provide the first really comprehensive overview of the subject. Major emphasis is placed on applications in science and mathematics. Presents open problems and contains many suggestions for further reading.