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Infinite horizon LQ Nash games for SDEs with infinite jumps - MaRDI portal

Infinite horizon LQ Nash games for SDEs with infinite jumps

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Publication:6578593

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DOI10.1002/asjc.2371MaRDI QIDQ6578593

Yueying Liu, Ting Hou

Publication date: 25 July 2024

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

zbMATH Keywords

stochastic differential equations strong detectability Nash games coupled generalized algebraic Riccati equations infinite Markovian jumps

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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