RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Probl. Peredachi Inf.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Probl. Peredachi Inf., 2012, Volume 48, Issue 1, Pages 83–95 (Mi ppi2071)  

This article is cited in 2 scientific papers (total in 2 papers)

Large Systems

Two-armed bandit problem for parallel data processing systems

A. V. Kolnogorov

Applied Mathematics and Information Science Chair, Yaroslav-the-Wise Novgorod State University

Abstract: We consider application of the two-armed bandit problem to processing a large number $N$ of data where two alternative processing methods can be used. We propose a strategy which at the first stages, whose number is at most $r-1$, compares the methods, and at the final stage applies only the best one obtained from the comparison. We find asymptotically optimal parameters of the strategy and observe that the minimax risk is of the order of $N^\alpha$, where $\alpha=2^{r-1}/(2^r-1)$. Under parallel processing, the total operation time is determined by the number $r$ of stages but not by the number $N$ of data.

Full text: PDF file (238 kB)
References: PDF file   HTML file

English version:
Problems of Information Transmission, 2012, 48:1, 72–84

Bibliographic databases:

UDC: 621.391.1+503.5
Received: 22.03.2011
Revised: 19.09.2011

Citation: A. V. Kolnogorov, “Two-armed bandit problem for parallel data processing systems”, Probl. Peredachi Inf., 48:1 (2012), 83–95; Problems Inform. Transmission, 48:1 (2012), 72–84

Citation in format AMSBIB
\Bibitem{Kol12}
\by A.~V.~Kolnogorov
\paper Two-armed bandit problem for parallel data processing systems
\jour Probl. Peredachi Inf.
\yr 2012
\vol 48
\issue 1
\pages 83--95
\mathnet{http://mi.mathnet.ru/ppi2071}
\transl
\jour Problems Inform. Transmission
\yr 2012
\vol 48
\issue 1
\pages 72--84
\crossref{https://doi.org/10.1134/S0032946012010085}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000302910700008}
\scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84859827222}


Linking options:
  • http://mi.mathnet.ru/eng/ppi2071
  • http://mi.mathnet.ru/eng/ppi/v48/i1/p83

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. V. Kolnogorov, “Robust parallel control in a random environment and data processing optimization”, Autom. Remote Control, 75:12 (2014), 2124–2134  mathnet  crossref  isi
    2. A. V. Kolnogorov, “One-armed bandit problem for parallel data processing systems”, Problems Inform. Transmission, 51:2 (2015), 177–191  mathnet  crossref  isi  elib
  • Проблемы передачи информации Problems of Information Transmission
    Number of views:
    This page:278
    Full text:68
    References:34
    First page:8

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2020