ADAPTIVE PLANS OPTIMAL FOR PAYOFF-ONLY ENVIRONMENTS.
MICHIGAN UNIV ANN ARBOR LOGIC OF COMPUTERS GROUP
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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 algorithms 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 Gales work in mathematical economics. Author
- Operations Research
- Computer Programming and Software