A first-passage problem for a two-dimensional controlled random walk

DOI10.2307/3214005MaRDI QIDQ3753209zbMATH OpenOpenAlexFDO

Authors Steven P. Lalley

Publication date 1986

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214005

zbMATH Keywords

Markov renewal theoryWiener-Hopf factorization

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(4)

• Control of the mean exiting time for the correlated random walk via initial position setting
• Controlled random walk with a target site
• On some first-crossing-time probabilities for a two-dimensional random walk with correlated components
• scientific article; zbMATH DE number 2104201 (Why is no real title available?)

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