On the Asymptotic Behavior of Multirecombinant Evolution Strategies

Actuator Noise in Recombinant Evolution Strategies on General Quadratic Fitness Models

This paper addresses the influence of actuator noise on the steady state behavior of multirecombinant evolution strategies (ES) on general quadratic fitness functions. Actuator noise degrades the ES’s ability to locate the global optimizer. After a certain transient time the ES approaches a steady state behavior characterized by an expected fitness deviation from the global optimum. This expect...

Multi-recombinant Evolution Strategies for Real-valued Function Optimization

The effect of multi-parent recombination on Evolution Strategies(ES) is empirically investigated on a set of real-valued test functions. The multiparent versions of intermediate recombination, discrete recombination and global combined discrete recombination are applied to both objective variables and strategy parameters. Computer simulations of the multirecombinant ES((μ/μ,λ)-ES) are conducted...

Continuous dependence on coefficients for stochastic evolution equations with multiplicative Levy Noise and monotone nonlinearity

Semilinear stochastic evolution equations with multiplicative L'evy noise are considered‎. ‎The drift term is assumed to be monotone nonlinear and with linear growth‎. ‎Unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎As corollaries of ...

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

Asymptotic Behavior of Weighted Sums of Weakly Negative Dependent Random Variables

Let be a sequence of weakly negative dependent (denoted by, WND) random variables with common distribution function F and let be other sequence of positive random variables independent of and for some and for all . In this paper, we study the asymptotic behavior of the tail probabilities of the maximum, weighted sums, randomly weighted sums and randomly indexed weighted sums of heavy...