Beleva, Mariana D. Controlled Wiener process by external interventions maximizing the average time until reaching a level. (English) Zbl 0747.60073 Math. Balk., New Ser. 5, No. 1, 66-75 (1991). The paper deals with control of Wiener process with positive drifts occuring at random instants. External interventions at suitable times are allowed to eliminate these drifts. A model for control of the process is investigated with accordingly defined external interventions so as to maximize the average time until the controlled process reaches a fixed level. Some special cases are considered when the problems of optimal control have explicit solutions. Reviewer: M.D.Beleva (Sofia) MSC: 60J65 Brownian motion Keywords:first-passage-times; control of Wiener process; optimal control PDF BibTeX XML Cite \textit{M. D. Beleva}, Math. Balk., New Ser. 5, No. 1, 66--75 (1991; Zbl 0747.60073)