Associative learning in random environments using neural networks

Associative learning is investigated using neural networks and concepts based on learning automata. The behavior of a single decision-maker containing a neural network is studied in a random environment using reinforcement learning. The objective is to determine the optimal action corresponding to a particular state. Since decisions have to be made throughout the context space based on a countable number of experiments, generalization is inevitable. Many different approaches can be followed to generate the desired discriminant function. Three different methods which use neural networks are discussed and compared. In the most general method, the output of the network determines the probability with which one of the actions is to be chosen. The weights of the network are updated on the basis of the actions and the response of the environment. The extension of similar concepts to decentralized decision-making in a context space is also introduced. Simulation results are included. Modifications in the implementations of the most general method to make it practically viable are also presented. All the methods suggested are feasible and the choice of a specific method depends on the accuracy desired as well as on the available computational power.