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

A first-passage problem for a two-dimensional controlled random walk (Q3753209)

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scientific article
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A first-passage problem for a two-dimensional controlled random walk
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    A first-passage problem for a two-dimensional controlled random walk (English)
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    1986
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    Markov renewal theory
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    Wiener-Hopf factorization
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