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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 1, Pages 73–81 (Mi tvp686)  
This article is cited in 4 scientific papers (total in 4 papers)

On the Control of the Wienetr Process with Restricted Number of Switchigs

P. Mandl
Full-text PDF (514 kB) Citations (4)
Abstract: The paper is dealing with random processes which are obtained by switching the drift coefficient of a Wiener process from the value $\beta$ to $-\beta$ and vice-versa. Switching strategies which maximize the expected first exit time from the interval $(-1,1)$ when the expected number of switchings is fixed are examined. Local time is employed in the definition of these strategies.
Received: 23.05.1966
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 1, Pages 68–76
DOI: https://doi.org/10.1137/1112007
Bibliographic databases:
Language: Russian
Citation: P. Mandl, “On the Control of the Wienetr Process with Restricted Number of Switchigs”, Teor. Veroyatnost. i Primenen., 12:1 (1967), 73–81; Theory Probab. Appl., 12:1 (1967), 68–76
Citation in format AMSBIB
\Bibitem{Man67}
\by P.~Mandl
\paper On the Control of the Wienetr Process with Restricted Number of Switchigs
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 1
\pages 73--81
\mathnet{http://mi.mathnet.ru/tvp686}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=225592}
\zmath{https://zbmath.org/?q=an:0178.19401}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 1
\pages 68--76
\crossref{https://doi.org/10.1137/1112007}
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  • https://www.mathnet.ru/eng/tvp/v12/i1/p73
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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