Existence of Markov controls and characterization of optimal Markov controls (vol 36, pg 609, 1998)

Authors
Kurtz, TG Stockbridge, RH
Citation
Tg. Kurtz et Rh. Stockbridge, Existence of Markov controls and characterization of optimal Markov controls (vol 36, pg 609, 1998), SIAM J CON, 37(4), 1999, pp. 1310-1311
Citations number
3
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
37
Issue
4
Year of publication
1999
Pages
1310 - 1311
Database
ISI
SICI code
0363-0129(19990526)37:4<1310:EOMCAC>2.0.ZU;2-3
Abstract
A compactness condition used to establish the equivalence of infinite-dimen sional linear programming problems with stochastic control problems in [SIA M J. Control Optim., 36 (1998), pp. 609-653.] was misstated. The correct st atement of the condition is given, as well as an example to show that the e rroneous condition is not sufficient to obtain equivalence.