Asymptotic behavior of a hierarchical system of learning automata (Q1062760)
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English | Asymptotic behavior of a hierarchical system of learning automata |
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Asymptotic behavior of a hierarchical system of learning automata (English)
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1985
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Learning automata arranged in a two-level hierarchy are considered. The automata operate in a stationary random environment and update their action probabilities according to the linear-reward-\(\epsilon\)-penalty algorithm at each level. Unlike some hierarchical systems previously proposed, no information transfer exists from one level to another, and yet the hierarchy possesses good convergence properties. Using weak- convergence concepts it is shown that for large time and small values of parameters in the algorithm, the evolution of the optimal path probability can be represented by a diffusion whose parameters can be computed explicitly.
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stochastic automaton
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stationary random environment
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convergence
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optimal path probability
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diffusion
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