Networks of Learning Automata: Techniques for Online Stochastic Optimization

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This volume provides a comprehensive account of learning automata models with emphasis on multiautomata systems. It considers synthesis of complex learning structures from simple building blocks and uses stochastic algorithms for refining probabilities of selecting actions. Mathematical analysis of the behaviour of games and feedforward networks is provided. Algorithms considered here can be used for online optimization of systems based on noisy measurements of performance index. Also, algorithms that assure convergence to the global optimum are presented. Parallel operation of automata systems for improving speed of convergence is described. The authors also include extensive discussion of how learning automata solutions can be constructed in a variety of applications. This work can be used as a textbook for graduate level courses on Machine Learning, Soft Computing, Reinforcement Learning and Real-Time Stochastic Optimization or used as a reference work by researchers working in these and related areas.