ADAPTIVE PLANS OPTIMAL FOR PAYOFF-ONLY ENVIRONMENTS.

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)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1969
Accession Number
AD0688839

Entities

People

  • John H. Holland

Organizations

  • University of Michigan

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Economics
  • Environment
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematics
  • Optimization
  • Point Theorem

Readers

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  • Marine Mammal Biology
  • Operations Research

Technology Areas

  • Space