Short Communications

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

M. V. Safonov

Moscow

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, 21:3, 593–599

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