A Study on the Dynamics of Genetic Algorithm Based on Stochastic Differential Equation

유전 알고리즘의 확률 미분방정식에 의한 동역학 분석에 대한 연구

Recently, the genetic algorithm has been applied to the various types of optimization problems and these attempts have very successfully. However, in most cases on these approaches, there is not given by investigator about to the theoritical analysis. The reason that the analysis of the dynamics for genetic algorithm is not clear, is the probablitic aspect of genetic algorithm. In this paper, we investigate the analysis of the internal dynamics for genetic algorithm using stochastic differential method. In addition, we provide a new genetic algorithm, based on the study of the convergence property for the genetic algorithm.