  The paper proposes a new stochastic intervention control model conducted in
various commodity and stock markets. The essence of the phenomenon of
intervention is described in accordance with current economic theory. A review
of papers on intervention research has been made. A general construction of the
stochastic intervention model was developed as a Markov process with discrete
time, controlled at the time it hits the boundary of a given subset of a set of
states. Thus, the problem of optimal control of interventions is reduced to a
theoretical problem of control by the specified process or the problem of
tuning. A general solution of the tuning problem for a model with discrete time
is obtained. It is proved that the optimal control in such a problem is
deterministic and is determined by the global maximum point of the function of
two discrete variables, for which an explicit analytical representation is
obtained. It is noted that the solution of the stochastic tuning problem can be
used as a basis for solving control problems of various technical systems in
which there is a need to maintain some main parameter in a given set of its
values.
