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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 607–612 (Mi tvp3404)  
Short Communications

The control of a Wiener process by a limited number of corrections

M. V. Safonov

Moscow
Full-text PDF (394 kB)
Abstract: The paper deals with the problem of maximizing the mean exit time out of a given interval for a Wiener process controlled by corrections, the mean number of which is bounded by a constant.
Received: 11.12.1974
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 3, Pages 593–599
DOI: https://doi.org/10.1137/1121070
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. V. Safonov, “The control of a Wiener process by a limited number of corrections”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 607–612; Theory Probab. Appl., 21:3 (1977), 593–599
Citation in format AMSBIB
\Bibitem{Saf76}
\by M.~V.~Safonov
\paper The control of a~Wiener process by a~limited number of corrections
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 3
\pages 607--612
\mathnet{http://mi.mathnet.ru/tvp3404}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=424371}
\zmath{https://zbmath.org/?q=an:0371.60074}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 3
\pages 593--599
\crossref{https://doi.org/10.1137/1121070}
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