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

DOI10.2307/3214005zbMATH Open0612.60059OpenAlexW2320366099MaRDI QIDQ3753209

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

Wiener-Hopf factorizationMarkov renewal theory

Mathematics Subject Classification ID

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

Related Items (1)

Title not available (Why is that?)

Recommendations

• Title not available (Why is that?) 👍 👎
• First-passage problems for degenerate two-dimensional diffusion processes 👍 👎
• A TWO-SIDED BOUNDARY PROBLEM FOR TWO-DIMENSIONAL RANDOM WALKS 👍 👎
• Two-boundary problems for a random walk 👍 👎
• First passage times for perturbed random walks 👍 👎
• Two-Boundary Problem for a Random Walk in a Random Environment 👍 👎
• FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS 👍 👎
• Controlled Random Walk: Conjecture and Counter-Example 👍 👎

This page was built for publication: A first-passage problem for a two-dimensional controlled random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753209)