A heuristic stochastic dynamic programming method for discrete particle swarm optimizer system

This paper presents a study of dynamic optimal control for a stochastic PSO system. Initially, the PSO system is treated as a discrete-time stochastic system considering the effect of random parameters. And then, under system convergence conditions, dynamic optimal control for the stochastic PSO system is studied for parameters optimization using dynamic programming integrating with swarm intelligence; and an approximate stochastic dynamic programming algorithm- heuristic stochastic dynamic programming (HSDP) is proposed in this paper. Finally, numerical simulations proved the validated of this presented dynamic optimization method.