Appl Math Optim (2010) 62: 435–438
Erratum to: Risk-Sensitive Control with Near
Anup Biswas · V.S. Borkar · K. Suresh Kumar
Published online: 25 September 2010
© Springer Science+Business Media, LLC 2010
Erratum to: Appl Math Optim
In this note we give further corrections to  in addition to . Awkwardness of
such an exercise notwithstanding, the results come out much stronger than what was
originally proposed: a key assumption (A2) can be signiﬁcantly weakened.
In the proof of Theorem 2.1, the argument after (2.14) is not correct. So we give
an alternate proof for [1, Theorem 2.1].
Note that u
(θ, x) given by (2.5) of  satisﬁes the p.d.e.
· b(x, v
) + θr(x,v
The online version of the original article can be found under doi:10.1007/s00245-009-9096-7.
Research of V.S. Borkar supported in part by a grant from General Motors India Lab.
Centre for Applicable Mathematics, Tata Institute of Fundamental Research, Bangalore 560065,
V. S . Bo rk a r (
School of Technology and Computer Science, Tata Institute of Fundamental Research,
Mumbai 400005, India
K. Suresh Kumar
Department of Mathematics, Indian Institute of Technology Bombay, Mumbai 400076, India