Accession Number : AD0688839

Title :   ADAPTIVE PLANS OPTIMAL FOR PAYOFF-ONLY ENVIRONMENTS.

Descriptive Note : Technical rept.,

Corporate Author : MICHIGAN UNIV ANN ARBOR LOGIC OF COMPUTERS GROUP

Personal Author(s) : Holland,John H.

Report Date : MAY 1969

Pagination or Media Count : 9

Abstract : The paper characterizes a class of adaptive algorithms, the reproductive plans, which produce optimal performance in conditions where the information fed back to the algorithm consists only of a payoff at each instant of time. The payoff function can by any bounded (non-linear) function of the algorithm's output space. The reproductive plans have the advantage that they achieve a global optimum (over the whole time course) via a local step-by-step optimization of well-defined quantities. The theorem guaranteeing optimal performance is a modification of the Kuhn-Tucker fixed point theorem closely related to Gale's work in mathematical economics. (Author)

Descriptors :   (*MATHEMATICAL LOGIC, COMPUTER PROGRAMMING), GAME THEORY, ADAPTIVE SYSTEMS, ALGORITHMS, OPTIMIZATION, ECONOMICS, THEOREMS

Subject Categories : Operations Research
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE