Probabilistic Search as a Strategy Selection Procedure
- 1 April 1976
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Systems, Man, and Cybernetics
- Vol. SMC-6 (4) , 315-321
- https://doi.org/10.1109/tsmc.1976.5408782
Abstract
An alternative solution to the problem of the selection of the best strategy in a random environment is presented by using a probabilistic search procedure. The asymptotic optimality of the technique is proved, and a brief comparison with stochastic automata with variable structures is made. A specific organization of the optimal search procedure is developed based on continued learning of some statistics of the random environment, and it is shown to be fast-converging, powerful in high noise random environments, and insensitive to search parameter selection.Keywords
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