  We consider a walker moving in a one-dimensional interval with absorbing
boundaries under the effect of Markovian resettings to the initial position.
The walker's motion follows a random walk characterized by a general waiting
time distribution between consecutive short jumps. We investigate the existence
of an optimal reset rate, which minimizes the mean exit passage time, in terms
of the statistical properties of the waiting time probability. Generalizing
previous results restricted to Markovian random walks, we here find that,
depending on the value of the relative standard deviation of the waiting time
probability, resetting can be either (i) never beneficial, (ii) beneficial
depending on the distance of the reset to the boundary, or (iii) always
beneficial.
