Restart Could Optimize the Probability of Success in a Bernoulli Trial
Author(s)
Belan, Sergey
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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.
Date issued
2018-02Department
Massachusetts Institute of Technology. Department of PhysicsJournal
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
ISSN
0031-9007
1079-7114