Abstract
Abstract
The problem of maximizing or minimizing the time spent by a stochastic process in an interval is considered for autoregressive processes. The control applied to the system is equal to 0, $b$ or $-b$. Particular cases are considered, and the appropriate integral equations are solved explicitly, either exactly or approximately.
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Oxford University Press (OUP)
Subject
Applied Mathematics,Control and Optimization,Control and Systems Engineering
Cited by
6 articles.
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