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

DOI10.1080/00207721.2012.745031zbMath1284.93267OpenAlexW1996899444MaRDI QIDQ5410858

Cheng-ke Zhang, Huai-nian Zhu, Ning Bin

Publication date: 17 April 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.745031

zbMATH Keywords

differential gamesMarkov jump linear systems\(H_2/H_\infty\) control

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

Related Items

The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion ⋮ Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps ⋮ Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise ⋮ The piecewise parametric optimal control of uncertain linear quadratic models

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