The problem of controlling a compound Poisson process until it leaves an interval is considered. This type known as homing problem. To determine the value optimal control, we must solve nonlinear integro-differential equation. Exact and explicit solutions are obtained for two possible jumps size distributions.

This note presents a technique for the calculation of upper limits on Poisson processes at some desired conndence level given a certain number of observed events, an expected number of background events, and uncertainty on both the overall acceptance and the expected background. This hybrid frequentist/Bayes technique represents the standard adopted by the CDF Collaboration in presenting the re...