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Evolution Strategies in Optimization Problems

Abstract

Evolution Strategies are inspired in biology and 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 to obtain, in an efficient way, good approximations to the solutions of some recent and challenging optimal control problems.Comment: Partially presented at the 5th Junior European Meeting on "Control and Information Technology" (JEM'06), Sept 20-22, 2006, Tallinn, Estonia. To appear in "Proceedings of the Estonian Academy of Sciences -- Physics Mathematics

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