Optimization based on a team of automata with binary outputs

  • Authors:
  • Kaddour Najim;Alexander S. Poznyak;Enso Ikonen

  • Affiliations:
  • Process Control Laboratory, E.N.S.I.A.C.E.T., 118, route de Narbonne, F-31077 Toulouse cedex 4, France;Departamento de Control Automítico, CINVESTAV-INP, A.P. 07300, Mexico D.F., Mexico;Systems Engineering Laboratory, Department of Process and Environmental Engineering, FIN-90014 University of Oulu, Oulu, Finland

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2004

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Abstract

This paper presents an algorithm for optimization of a multimodal scalar-argument function based on a team of learning stochastic automata with binary actions (outputs) 0 or 1. The action of the team of automata consists of a digital number which represents the environment input. The probability distribution associated with each automaton is adjusted using a modified version of the Bush-Mosteller reinforcement scheme with a continuous environment response and a time-varying correction factor. The asymptotic properties of this optimization algorithm are presented. An example illustrates the feasibility of this optimization algorithm.