Evolution strategies in optimization problems

• Author(s): Cruz, P.A.F. ; Torres, D.F.M.
• Date: 2007
• Persistent ID: http://hdl.handle.net/10773/4123
• Origin: RIA - Repositório Institucional da Universidade de Aveiro
• Subject(s): Discretization; Evolution strategies; Monte Carlo method; Optimal control; Random search
• Document Type: Article
• Language: English

Description

Evolution strategies are inspired in biology and form part of a larger research field known as evolutionary algorithms. Those strategies perform a random search in the space of admissible functions, aiming to optimize some given objective function. We show that simple evolution strategies are a useful tool in optimal control, permitting one to obtain, in an efficient way, good approximations to the solutions of some recent and challenging optimal control problems. CEOC FCT FEDER/POCI 2010