Speciality:
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
