The gambler's ruin problem, genetic algorithms, and the sizing of populations

Author(s):  
G. Harik ◽  
E. Cantu-Paz ◽  
D.E. Goldberg ◽  
B.L. Miller
2009 ◽  
Vol 43 (1) ◽  
pp. 81-90 ◽  
Author(s):  
Jean-Luc Guilbault ◽  
Mario Lefebvre

Abstract The so-called gambler’s ruin problem in probability theory is considered for a Markov chain having transition probabilities depending on the current state. This problem leads to a non-homogeneous difference equation with non-constant coefficients for the expected duration of the game. This mathematical expectation is computed explicitly.


2017 ◽  
Vol 468 ◽  
pp. 147-157
Author(s):  
Zoltán Néda ◽  
Larissa Davidova ◽  
Szeréna Újvári ◽  
Gabriel Istrate

Biometrika ◽  
1955 ◽  
Vol 42 (3-4) ◽  
pp. 486-493 ◽  
Author(s):  
C. MOHAN

SIAM Review ◽  
1971 ◽  
Vol 13 (4) ◽  
pp. 569-570
Author(s):  
Michael L. Trombetta

1999 ◽  
Vol 7 (3) ◽  
pp. 231-253 ◽  
Author(s):  
George Harik ◽  
Erick Cantú-Paz ◽  
David E. Goldberg ◽  
Brad L. Miller

This paper presents a model to predict the convergence quality of genetic algorithms based on the size of the population. The model is based on an analogy between selection in GAs and one-dimensional random walks. Using the solution to a classic random walk problem—the gambler's ruin—the model naturally incorporates previous knowledge about the initial supply of building blocks (BBs) and correct selection of the best BB over its competitors. The result is an equation that relates the size of the population with the desired quality of the solution, as well as the problem size and difficulty. The accuracy of the model is verified with experiments using additively decomposable functions of varying difficulty. The paper demonstrates how to adjust the model to account for noise present in the fitness evaluation and for different tournament sizes.


2021 ◽  
Vol 52 (4) ◽  
pp. 299-301
Author(s):  
Greg Orosi ◽  
Ricardo Alfaro ◽  
Lixing Han ◽  
Kenneth Schilling

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