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Robust parallel control in a random environment and data processing optimization

  • Robust and Adaptive Systems
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Abstract

Consideration was given to the control of processing large amounts of data, provided that there are two alternative methods of processing with different and a priori unknown efficiencies. It was required to determine the most efficient method and maintain its preferable use. With the use of parallel processing this may be carried out in a relatively small number of steps and actually without losses in the control performance, that is, without increasing the minimax risk. An invariant equation with a solution containing a singularity at t = 0 was previously obtained to describe the control. This solution was represented as a product with one cofactor being the density of the normal distribution which is singular at t = 0 and the other, the nonsingular one, the solution to a new equation. Numerical experiments demonstrated that this new equation offers greater possibilities for calculations. In particular, it enabled one to improve the asymptotic estimates of the minimax risk.

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Authors and Affiliations

  1. Yaroslav-the-Wise State University, Novgorod, Russia

    A. V. Kolnogorov

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  1. A. V. Kolnogorov
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Correspondence to A. V. Kolnogorov.

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Original Russian Text © A.V. Kolnogorov, 2014, published in Avtomatika i Telemekhanika, 2014, No. 12, pp. 42–55.

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Kolnogorov, A.V. Robust parallel control in a random environment and data processing optimization. Autom Remote Control 75, 2124–2134 (2014). https://doi.org/10.1134/S0005117914120042

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  • DOI: https://doi.org/10.1134/S0005117914120042

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