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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Home
Publications
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Cheng-Ke Zhang
Cheng-Ke Zhang
Huai-Nian Zhu
Huai-Nian Zhu
HZ
Hai-Ying Zhou
Hai-Ying Zhou
NB
Ning Bin
Ning Bin
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1 January 2017
book
conference paper
Published by
Springer Science and Business Media LLC
https://doi.org/10.1007/978-3-319-40587-2
Abstract
No abstract available
Keywords
SINGULAR MARKOV JUMP LINEAR SYSTEMS
STOCHASTIC DIFFERENTIAL GAME
NASH EQUILIBRIUM
ROBUST CONTROL
PORTFOLIO OPTIMIZATION
OPTION PRICING
Cited by 11 articles