STOCHASTIC MINIMUM PRINCIPLE FOR PARTIALLY OBSERVED SYSTEMS SUBJECT TO CONTINUOUS AND JUMP DIFFUSION PROCESSES AND DRIVEN BY RELAXED CONTROLS (vol 51, pg 3235, 2013)

Ahmed NU; Charalambous CD

SIAM Journal on Control and Optimization, Vol.55, No.2, 1344-1345, 2017

Ahmed NU, Charalambous CD

The goal of this note is to correct the gap in the proof of Lemma 3.1, p. 3239, in the paper [N. U. Ahmed and C. D. Charalambous, SIAM J. Control Opton., 51 (2013), pp. 3235-3257]. The gap was pointed out by Dr. Qingxin Meng, Department of Mathematics, Huzhou University, Zhejiang, China.

Keywords:stochastic differential equations;continuous diffusion;jump processes;relaxed controls;existence of optimal controls;necessary conditions of optimality