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On Optimal Strategies in Control Problems with Constraints
Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 1, pp. 194-199
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In the paper, the maximization problem is studied for the expectation of an additive functional of the chain controlled under the constraint that another functional has the expectation bounded by a given constant. 
@article{TVP_1972_17_1_a19,
     author = {E. B. Frid},
     title = {On {Optimal} {Strategies} in {Control} {Problems} with {Constraints}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {194--199},
     year = {1972},
     volume = {17},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a19/}
}
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E. B. Frid. On Optimal Strategies in Control Problems with Constraints. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 1, pp. 194-199. http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a19/