Non-cooperative stochastic differential game theory of generalized linear Markov jump systems

DOI10.1007/978-3-319-40587-2zbMath1391.91007OpenAlexW2512892698MaRDI QIDQ300739

Cheng-ke Zhang, Huai-nian Zhu, Ning Bin, Hai-ying Zhou

Publication date: 28 June 2016

Published in: Studies in Systems, Decision and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-40587-2

zbMATH Keywords

noncooperative gamesMarkov jump linear systemsStackelberg gamestwo-person gamesquadratic cost

Mathematics Subject Classification ID

Noncooperative games (91A10) Hierarchical games (including Stackelberg games) (91A65) Differential games and control (49N70) 2-person games (91A05) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (6)

Game minimax control of automatic system bandwidth under information counteraction ⋮ Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps ⋮ Game control of a random jump structure of an object in mixed strategies ⋮ Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities ⋮ Game approach for \(H_\infty\) robust control strategy to follow the production in the singularly perturbed bilinear dynamic input-output systems ⋮ Stochastic linear quadratic differential games in a state feedback setting with sampled measurements

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