Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
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Publication:489154
DOI10.1007/s40305-014-0064-9zbMath1305.91036OpenAlexW2054138676MaRDI QIDQ489154
Ning Bin, Huai-nian Zhu, Cheng-ke Zhang
Publication date: 27 January 2015
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-014-0064-9
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Stochastic integrals (60H05)
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Infinite horizon linear quadratic Pareto game of the stochastic singular systems ⋮ Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps
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