Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154): Difference between revisions
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Property / Mathematics Subject Classification ID: 91A15 / rank | |||
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Property / Mathematics Subject Classification ID: 91A23 / rank | |||
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Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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Property / zbMATH DE Number: 6391369 / rank | |||
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stochastic differential games | |||
Property / zbMATH Keywords: stochastic differential games / rank | |||
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Markov jump linear systems | |||
Property / zbMATH Keywords: Markov jump linear systems / rank | |||
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indefinite stochastic LQ control problem | |||
Property / zbMATH Keywords: indefinite stochastic LQ control problem / rank | |||
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Revision as of 21:18, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise |
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Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (English)
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27 January 2015
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stochastic differential games
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Markov jump linear systems
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indefinite stochastic LQ control problem
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