Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154)
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scientific article; zbMATH DE number 6391369
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| English | Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise |
scientific article; zbMATH DE number 6391369 |
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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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0.9301544
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0.92944723
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