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):

Report Date:

1969-05-01

Pagination or Media Count:

9.0

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 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

Subject Categories:

  • Operations Research
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE