The time spent above a fixed level by a class of controlled random processes

DOI10.1007/BF01089305MaRDI QIDQ1260438zbMATH OpenOpenAlexFDO

Authors S. I. Peresypkina, D. V. Gusak

Publication date 1978

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01089305

zbMATH Keywords

controlled random processesMarkov chainprocesses with independent increments

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Minimax problems in mathematical programming (90C47) Stochastic systems and control (93E99)

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