- Previous Article
- Next Article
- Table of Contents
SIAM Journal on Control and Optimization, Vol.37, No.4, 1310-1311, 1999
Existence of Markov controls and characterization of optimal Markov controls (vol 36, pg 609, 1998)
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.