Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 607-612
Citer cet article
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/
@article{TVP_1976_21_3_a11,
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},
year = {1976},
volume = {21},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a11/}
}
TY - JOUR
AU - M. V. Safonov
TI - The control of a Wiener process by a limited number of corrections
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1976
SP - 607
EP - 612
VL - 21
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a11/
LA - ru
ID - TVP_1976_21_3_a11
ER -
%0 Journal Article
%A M. V. Safonov
%T The control of a Wiener process by a limited number of corrections
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 607-612
%V 21
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a11/
%G ru
%F TVP_1976_21_3_a11
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.
