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Multiaction learning automata possessing ergodicity of the mean

Oommen, BJ and Thathachar, MAL (1985) Multiaction learning automata possessing ergodicity of the mean. In: Information Sciences, 35 (3). 183 -198.

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Multiaction learning automata which update their action probabilities on the basis of the responses they get from an environment are considered in this paper. The automata update the probabilities according to whether the environment responds with a reward or a penalty. Learning automata are said to possess ergodicity of the mean if the mean action probability is the state probability (or unconditional probability) of an ergodic Markov chain. In an earlier paper [11] we considered the problem of a two-action learning automaton being ergodic in the mean (EM). The family of such automata was characterized completely by proving the necessary and sufficient conditions for automata to be EM. In this paper, we generalize the results of [11] and obtain necessary and sufficient conditions for the multiaction learning automaton to be EM. These conditions involve two families of probability updating functions. It is shown that for the automaton to be EM the two families must be linearly dependent. The vector defining the linear dependence is the only vector parameter which controls the rate of convergence of the automaton. Further, the technique for reducing the variance of the limiting distribution is discussed. Just as in the two-action case, it is shown that the set of absolutely expedient schemes and the set of schemes which possess ergodicity of the mean are mutually disjoint.

Item Type: Journal Article
Publication: Information Sciences
Publisher: Elsevier Science
Additional Information: Copyright of this article belongs to Elsevier Science.
Department/Centre: Division of Electrical Sciences > Electrical Engineering
Date Deposited: 22 Jan 2010 06:49
Last Modified: 22 Jan 2010 06:49
URI: http://eprints.iisc.ac.in/id/eprint/22724

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