A new class of ε-optimal learning automata
ICIC'11 Proceedings of the 7th international conference on Advanced Intelligent Computing
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We present the STack ARchitecture (STAR) automaton. It is a fixed structure, multiaction, reward-penalty learning automaton, characterized by a star-shaped state transition diagram. Each branch of the star contains D states associated with a particular action. The branches are connected to a central "neutral" state. The most general version of STAR involves probabilistic state transitions in response to reward and/or penalty, but deterministic transitions can also be used. The learning behavior of STAR results from the stack-like operation of the branches; the learning parameter is D. By mathematical analysis, it is shown that STAR with deterministic reward/probabilistic penalty and a sufficiently large D can be rendered ε-optimal in every stationary environment. By numerical simulation it is shown that in nonstationary, switching environments, STAR usually outperforms classical variable structure automata such as LR-P, LR-I, and LR-εP.