Dynamic games for Markov jump stochastic delay systems

DOI10.1007/978-3-319-26369-4_11MaRDI QIDQ2832751zbMATH OpenOpenAlexFDO

Authors Hiroaki Mukaidani, Hua Xu, Vasile Dragan

Publication date 14 November 2016

Published in Recent Results on Time-Delay Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-26369-4_11

zbMATH Keywords

cross-coupled stochastic algebraic equations (CSAEs)dynamic gamesKarush-Kuhn-Tucker (KKT) conditionsLyapunov-Krasovskii methodMarkov jump stochastic delay systemsNash gamesnon-convex optimization approachPareto optimization problems

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Differential games and control (49N70) Dynamic games (91A25) (H^infty)-control (93B36) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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Cited in

(3)

• Stochastic scheduling games with Markov decision arrival processes
• H_ constrained Pareto suboptimal strategy for stochastic LPV time-delay systems
• Dynamic Games for Stochastic Systems with Delay

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