Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154)

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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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