15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
LEARNING AUTOMATA-BASED OPTIMIZATION IN A BINARY CODED SEARCH SPACE
K. Najim* A.S. Poznyak** E. Ikonen***
* E. N. S. I. A. C. E. T., Toulouse, France
** CINVESTAV-IPN., Mexico D.F., Mexico
*** University of Oulu, Finland

This paper presents an algorithm for optimization. This algorithm is based on a team of learning stochastic automata. Each automaton is characterized by two actions providing a binary output (0 or 1). The action of the team of automata consists of a digital number which represents the environment input. The probability distribution associated which each automaton is adjusted using a modified version of the Bush-Mosteller reinforcement scheme. This adaptation scheme uses a continuous environment response and a time-varying correction factor. A normalization procedure is used in order to preserve the probability measure. The asymptotic properties of this optimization algorithm are presented. A numerical example illustrates the feasibility and the performance of this optimization algorithm.
Keywords: asymptotic properties; discretization; genetic algorithms; learning algorithms; random searches
Session slot T-Fr-M03: Estimation of Stochastic Systems/Area code 3d : Stochastic Systems