An Optimization Approach to the Analysis of Generalized Learning Automata Algorithms

Phansalkar, VV and Sastry, PS and Thathachar, MAL (1990) An Optimization Approach to the Analysis of Generalized Learning Automata Algorithms. In: ACE '90 (XVI Annual Convention and Exhibition of the IEEE In India), 22-25 January, Bangalore,India, pp. 8-11.

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Abstract

Weak convergence methods are used to analyse generalized learning automata algorithms. The REINFORCE algorithm has been analysed. It is shown by an example that this algorithm can exhibit unbounded behaviour. A modification based on constrained optimization principles is proposed to overcome this problem. The relationship between the asymptotic behaviour of the modified algorithm and the Kuhn-Tucker points of the related constrained optimization problem is brought out.

Item Type:	Conference Paper
Publisher:	IEEE
Additional Information:	Copyright 1990 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre:	Division of Electrical Sciences > Electrical Engineering
Date Deposited:	25 May 2006
Last Modified:	19 Sep 2010 04:27
URI:	http://eprints.iisc.ac.in/id/eprint/6922

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