A variable structure automaton used as a multi-modal searching technique

This paper discusses a global search of a multimodal noisy performance surface using a probabilistic automaton as a model. The various regions are searched in accordance with probabilities assigned on the basis of past relative performances. The automaton has a variable structure so that the system is able to adjust its search probabilities continuously, and linear reinforcement is used as an averaging technique. The chief advantages of this procedure are the variable search probabilities and the simplicity of implementing the search (minimum amount of computations). The procedure is extended to a multidimensional case and examples are shown.