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Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations - MaRDI portal

Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations (Q2758166)

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scientific article; zbMATH DE number 1679480
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English
Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations
scientific article; zbMATH DE number 1679480

    Statements

    Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations (English)
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    2001
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    Riccati equation
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    Markov jump process
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    differential equation with control
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    stabilizing solution
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