Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise |
scientific article |
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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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