Optimal control of multifactor uncertain system with jumps

DOI10.1080/00207179.2022.2039778zbMath1519.93136OpenAlexW4210861417MaRDI QIDQ6106356

Xinsheng Liu, Zhifu Jia

Publication date: 27 June 2023

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2022.2039778

zbMATH Keywords

optimal controlmultifactorsaddle point equilibrium\(V\)-jumps

Mathematics Subject Classification ID

Differential games and control (49N70) Applications of game theory (91A80) Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (1)

Optimal control and non-zero-sum differential game for Hurwicz model considering uncertain dynamic systems with multiple input delays

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