Back to Search
Start Over
ERRATA: STOCHASTIC OPTIMAL CONTROL WITH DELAY IN THE CONTROL I: SOLVING THE HJB EQUATION THROUGH PARTIAL SMOOTHING, AND STOCHASTIC OPTIMAL CONTROL WITH DELAY IN THE CONTROL II: VERIFICATION THEOREM.
- Source :
-
SIAM Journal on Control & Optimization . 2021, Vol. 59 Issue 4, p3096-3101. 6p. - Publication Year :
- 2021
-
Abstract
- We correct assumption (4.6) in Theorem 4.1 in [F. Gozzi and F. Masiero, SIAM J. Control Optim., 55 (2017), pp. 2981-3012], and we consequently change the proof of Theorem 4.1. We correct the proof of Lemma 5.4 in [F. Gozzi and F. Masiero, SIAM J. Control Optim., 55 (2017), pp. 2981-3012]. Moreover, throughout the paper, starting from formulas (3.13) and (3.14), we notice that the current cost of the control problem cannot depend on the state for the results of the paper to work. This change in the current cost must be made in the paper [F. Gozzi and F. Masiero, SIAM J. Control Optim., 55 (2017), pp. 3013-3038], too. [ABSTRACT FROM AUTHOR]
- Subjects :
- *STOCHASTIC control theory
*DELAY differential equations
*COST control
*EQUATIONS
Subjects
Details
- Language :
- English
- ISSN :
- 03630129
- Volume :
- 59
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Control & Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 152474587
- Full Text :
- https://doi.org/10.1137/21M1407434