Erratum: "Existence of Markov Controls and Characterization of Optimal Markov Controls"

Erratum: "Existence of Markov Controls and Characterization of Optimal Markov Controls"

A compactness condition used to establish the equivalence of infinite-dimensional linear programming problems with stochastic control problems in [SIAM J. Control Optim., 36 (1998), pp. 609--653.] was misstated. The correct statement of the condition is given, as well as an example to show that the...

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Veröffentlicht in:SIAM journal on control and optimization 1999-01, Vol.37 (4), p.1310-1311
Hauptverfasser: Kurtz, Thomas G., Stockbridge, Richard H.
Format: Artikel
Sprache:eng
Schlagworte:
Linear programming
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Zusammenfassung:A compactness condition used to establish the equivalence of infinite-dimensional linear programming problems with stochastic control problems in [SIAM J. Control Optim., 36 (1998), pp. 609--653.] was misstated. The correct statement of the condition is given, as well as an example to show that the erroneous condition is not sufficient to obtain equivalence.
ISSN:0363-0129
1095-7138
DOI:10.1137/S0363012998343033