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Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application - MaRDI portal

Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858)

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scientific article; zbMATH DE number 6286673
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English
Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
scientific article; zbMATH DE number 6286673

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    Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (English)
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    17 April 2014
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    Markov jump linear systems
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    differential games
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    \(H_2/H_\infty\) control
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