Geodesic
The control of a~Wiener process by a~limited number of corrections
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 607-612

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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. 
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     author = {M. V. Safonov},
     title = {The control of {a~Wiener} process by a~limited number of corrections},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {607--612},
     publisher = {mathdoc},
     volume = {21},
     number = {3},
     year = {1976},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a11/}
}
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M. V. Safonov. The control of a~Wiener process by a~limited number of corrections. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 607-612. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a11/