This article is cited in 10 papers

Robust and Adaptive Systems

Robust parallel control in a random environment and data processing optimization

A. V. Kolnogorov

Yaroslav-the-Wise State University, Novgorod, Russia

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.

Presented by the member of Editorial Board: A. V. Nazin

Received: 22.08.2012

 English version: Automation and Remote Control, 2014, 75:12, 2124–2134

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