05.13.18 (Mathematical modeling, numerical methods, and the program systems)
Birth date:
31.08.1953
E-mail:
,
Keywords:
two-armed bandit problem; expedient behaviour in a stationary environment; minimax and bayesian approaches to the optimal behaviour.
Main publications:
Kolnogorov, A.V. Asymptotically optimum automata with growing memory in a steady-state environment. (Russian, English) Autom. Remote Control 45, 1213-1220 (1984); translation from Avtom. Telemekh. 1984, No.9, 129-137 (1984).
Kolnogorov, A.V. A minimax approach to optimal expedient behavior in stationary environments over finite time. (Russian, English) Sov. J. Comput. Syst. Sci. 27, No.4, 33-35. (1989); translation from Izv. Akad. Nauk SSSR, Tekh. Kibern. 1988, No.6, 143-146 (1988).
Kolnogorov A.V. On rational control of the mean level of random noise // Automation and remote control 61: (1) 65-74, Part 1 Jan 2000.
Kolnogorov A.V. Gaussian Two-Armed Bandit and Optimization of Batch Data Processing // Problems of Information Transmission, 2018, Vol. 54, No. 1, pp. 84–100. Free access via Springer SharedIt link: https://rdcu.be/bxgp7
Kolnogorov A.V. Gaussian Two-Armed Bandit: Limiting Description // Problems of Information Transmission, 2020, vol. 56, No. 3, pp. 278–301. Free access via Springer SharedIt link: https://rdcu.be/b8KbT
A. V. Kolnogorov, “Invariant description of control in a Gaussian one-armed bandit problem”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 17:1 (2024), 27–36
2023
2.
A. V. Kolnogorov, “Optimization of two-alternative batch processing with parameter estimation based on data inside batches”, J. Comp. Eng. Math., 10:4 (2023), 40–50
3.
Sergey V. Garbar, Alexander V. Kolnogorov, Alexey N. Lazutchenko, “UCB strategies and optimization of batch processing in a one-armed bandit problem”, Mat. Teor. Igr Pril., 15:4 (2023), 3–27
2022
4.
Sergey V. Garbar, Alexander V. Kolnogorov, “Customization of J. Bather UCB strategy for a Gaussian multi-armed bandit”, Mat. Teor. Igr Pril., 14:2 (2022), 3–30
5.
A. V. Kolnogorov, “Poissonian two-armed bandit: a new approach”, Probl. Peredachi Inf., 58:2 (2022), 66–91
Alexander V. Kolnogorov, Alexander V. Nazin, Dmitry N. Shiyan, “Two-armed bandit problem and batch version of the mirror descent algorithm”, Mat. Teor. Igr Pril., 13:2 (2021), 9–39
A. V. Kolnogorov, “Gaussian two-armed bandit and optimization of batch data processing”, Probl. Peredachi Inf., 54:1 (2018), 93–111; Problems Inform. Transmission, 54:1 (2018), 84–100
A. V. Kolnogorov, “On a limiting description of robust parallel control in a random environment”, Avtomat. i Telemekh., 2015, no. 7, 111–126; Autom. Remote Control, 76:7 (2015), 1229–1241
A. V. Kolnogorov, “One-armed bandit problem for parallel data processing systems”, Probl. Peredachi Inf., 51:2 (2015), 99–113; Problems Inform. Transmission, 51:2 (2015), 177–191
A. V. Kolnogorov, “Robust parallel control in a random environment and data processing optimization”, Avtomat. i Telemekh., 2014, no. 12, 42–55; Autom. Remote Control, 75:12 (2014), 2124–2134
A. V. Kolnogorov, “Parallel design of robust control in the stochastic environment (the two-armed bandit problem)”, Avtomat. i Telemekh., 2012, no. 4, 114–130; Autom. Remote Control, 73:4 (2012), 689–701
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
A. V. Kolnogorov, “Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem)”, Avtomat. i Telemekh., 2011, no. 5, 127–138; Autom. Remote Control, 72:5 (2011), 1017–1027
A. V. Kolnogorov, “Reasonable control of the average level of random noise”, Avtomat. i Telemekh., 2000, no. 1, 70–80; Autom. Remote Control, 61:1 (2000), 65–74
A. V. Kolnogorov, “On Optimal Prior Learning Time in the Two-Armed Bandit Problem”, Probl. Peredachi Inf., 36:4 (2000), 117–127; Problems Inform. Transmission, 36:4 (2000), 387–396
A. V. Kolnogorov, “A simple behavioral strategy in a stationary environment with a guaranteed power rate of convergence”, Avtomat. i Telemekh., 1999, no. 8, 95–101; Autom. Remote Control, 60:8 (1999), 1136–1140
1998
19.
A. V. Kolnogorov, “On Optimal Behavior of Finite Automata in a Random Medium”, Probl. Peredachi Inf., 34:1 (1998), 77–86; Problems Inform. Transmission, 34:1 (1998), 67–75
A. V. Kolnogorov, “On the justification of two heuristic methods in the problem of appropriate behavior in a stationary environment”, Avtomat. i Telemekh., 1992, no. 8, 83–85; Autom. Remote Control, 53:8 (1992), 1202–1204
1991
21.
A. V. Kolnogorov, “On a behavior strategy in a stationary medium with an unimprovable guaranteed estimate of the convergence of mean income”, Avtomat. i Telemekh., 1991, no. 5, 183–186; Autom. Remote Control, 52:5 (1991), 743–745
1984
22.
A. V. Kolnogorov, “Томата, asymptotically optimal in a stationary environment and having growing memory”, Avtomat. i Telemekh., 1984, no. 9, 129–137; Autom. Remote Control, 45:9 (1984), 1213–1220
1983
23.
A. V. Kolnogorov, “Asymptotically optimal automata with growing memory”, Dokl. Akad. Nauk SSSR, 270:3 (1983), 562–564
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