Restart Could Optimize the Probability of Success in a Bernoulli Trial
Name
PhysRevLett.120.080601.pdf
Size
360.14 KB
Format
Adobe PDF
Checksum (MD5)
4e8b0c2be6dca400ce5375dc329c2826
Author(s)
Belan, Sergey
Date Issued
February 2018
Journal
Physical Review Letters
Publisher
American Physical Society
Citation
Belan, Segey. "Restart Could Optimize the Probability of Success in a Bernoulli Trial." Physical Review Letters 120, 8 (February 2018): 080601 © 2018 American Physical Society
Version
Final published version
Abstract
The recently noticed ability of restart to reduce the expected completion time of first-passage processes allows appealing opportunities for performance improvement in a variety of settings. However, complex stochastic processes often exhibit several possible scenarios of completion which are not equally desirable in terms of efficiency. Here we show that restart may have profound consequences on the splitting probabilities of a Bernoulli-like first-passage process, i.e., of a process which can end with one of two outcomes. Particularly intriguing, in this respect, is the class of problems where a carefully adjusted restart mechanism maximizes the probability that the process will complete in a desired way. We reveal the universal aspects of this kind of optimal behavior by applying the general approach recently proposed for the problem of first-passage under restart.
MIT Department
Massachusetts Institute of Technology. Department of Physics
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1103/PhysRevLett.120.080601
