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