동일 빈도 이산화를 가상 경기에 적용한 연속형 최적화 알고리즘

• 영문명: A Continuous Optimization Algorithm Using Equal Frequency Discretization Applied to a Fictitious Play
• 발행기관: 한국산업경영시스템학회
• 저자명: 이창용(Chang-Yong Lee)
• 간행물 정보: 『산업경영시스템학회지』제36권 제2호, 8~16쪽, 전체 9쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2013.06.30

영문 초록

In this paper, we proposed a new method for the determination of strategies that are required in a continuous optimization algorithm based on the fictitious play theory. In order to apply the fictitious play theory to continuous optimization problems, it is necessary to express continuous values of a variable in terms of discrete strategies. In this paper, we proposed a method in which all strategies contain an equal number of selected real values that are sorted in their magnitudes. For comparative analysis of the characteristics and performance of the proposed method of representing strategies with respect to the conventional method, we applied the method to the two types of benchmarking functions: separable and inseparable functions. From the experimental results, we can infer that, in the case of the separable functions, the proposed method not only outperforms but is more stable. In the case of inseparable functions, on the contrary, the performance of the optimization depends on the benchmarking functions. In particular, there is a rather strong correlation between the performance and stability regardless of the benchmarking functions.

목차

1. 서론

2. 동일 빈도 이산화를 사용한 최적화

3. 실험 결과 및 토론

4. 요약 및 결론

Acknowledgement

References

키워드

Fictitious Play Continuous Optimization Algorithm Equal Frequency Discretization Equal width Discretization