%0 Journal Article %T Stochastic Optimization Using Continuous Action-Set Learning Automata %J Scientia Iranica %I Sharif University of Technology %Z 1026-3098 %A Beigy, H. %D 2005 %\ 01/01/2005 %V 12 %N 1 %P - %! Stochastic Optimization Using Continuous Action-Set Learning Automata %R %X In this paper, an adaptive random search method, based on ontinuous action-set learning automata, is studied for solving stochastic optimization problems in which only the noise-corrupted value of a function at any chosen point in the parameter space is available. First, a new continuous action-set learning automaton is introduced and its convergence properties are studied. Then, applications of this new continuous action-set learning automata to the minimization of a penalized Shubert function and pattern classification are presented. %U https://scientiairanica.sharif.edu/article_2465_e9196ee714738ba25e55230bf003d778.pdf