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The paper proposes a new stochastic intervention control model conducted invarious commodity and stock markets. The essence of the phenomenon ofintervention is described in accordance with current economic theory. A reviewof papers on intervention research has been made. A general construction of thestochastic intervention model was developed as a Markov process with discretetime, controlled at the time it hits the boundary of a given subset of a set ofstates. Thus, the problem of optimal control of interventions is reduced to atheoretical problem of control by the specified process or the problem oftuning. A general solution of the tuning problem for a model with discrete timeis obtained. It is proved that the optimal control in such a problem isdeterministic and is determined by the global maximum point of the function oftwo discrete variables, for which an explicit analytical representation isobtained. It is noted that the solution of the stochastic tuning problem can beused as a basis for solving control problems of various technical systems inwhich there is a need to maintain some main parameter in a given set of itsvalues.

Analysis of the problem of intervention control in the economy on the basis of solving the problem of tuning