Asymptotic properties of distributed and communication stochastic approximation algorithms
SIAM Journal on Control and Optimization
Adaptive algorithms and stochastic approximations
Adaptive algorithms and stochastic approximations
Outline for a Logical Theory of Adaptive Systems
Journal of the ACM (JACM)
Numerical Optimization of Computer Models
Numerical Optimization of Computer Models
An analysis of the behavior of a class of genetic adaptive systems.
An analysis of the behavior of a class of genetic adaptive systems.
An overview of evolutionary algorithms for parameter optimization
Evolutionary Computation
Statistical Characteristics of Evolution Strategies
PPSN VI Proceedings of the 6th International Conference on Parallel Problem Solving from Nature
Extending Selection Learning toward Fixed-Length d-Ary Strings
Selected Papers from the 5th European Conference on Artificial Evolution
Locally-adaptive and memetic evolutionary pattern search algorithms
Evolutionary Computation
Theoretical Computer Science
A Convergence Analysis of Unconstrained and Bound Constrained Evolutionary Pattern Search
Evolutionary Computation
Dimension-independent convergence rate for non-isotropic (1, λ) - ES
GECCO'03 Proceedings of the 2003 international conference on Genetic and evolutionary computation: PartI
Finite Markov Chain Results in Evolutionary Computation: A Tour d'Horizon
Fundamenta Informaticae
PPSN'12 Proceedings of the 12th international conference on Parallel Problem Solving from Nature - Volume Part I
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The main objective of this paper is to analyze the (1, λ) evolution strategy by use of stochastic approximation methods. Both constant and decreasing step size algorithms are studied. Convergence and estimation error bounds for the (1, λ) evolution strategy are developed. First the algorithm is converted to a recursively defined scheme of stochastic approximation type. Then the analysis is carried out by using the analytic tools from stochastic approximation. In lieu of examining the discrete iterates, suitably scaled sequences are defined. These interpolated sequences are then studied in detail. It is shown that the limits of the sequences have natural connections to certain continuous time dynamical systems.