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

被引：4

作者：

Kurtz, TG ^{[1
]}

Stockbridge, RH

机构：

[1] Univ Wisconsin, Dept Math, Madison, WI 53706 USA

[2] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA

[3] Univ Kentucky, Dept Stat, Lexington, KY 40506 USA

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1999年 / 37卷 / 04期

关键词：

D O I：

10.1137/S0363012998343033

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1310 / 1311

页数：2