Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps
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Publication:2198291
DOI10.1007/S40306-018-00318-XzbMath1448.91022OpenAlexW2916340947WikidataQ128340571 ScholiaQ128340571MaRDI QIDQ2198291
Publication date: 10 September 2020
Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40306-018-00318-x
(H^infty)-control (93B36) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
Related Items (3)
A Newton iterative method for coupled Lyapunov matrix equations ⋮ Stochastic optimal control problems of discrete‐time Markov jump systems ⋮ Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems
Cites Work
- Non-cooperative stochastic differential game theory of generalized linear Markov jump systems
- Feedback Nash equilibria for linear quadratic descriptor differential games
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
- Soft-constrained stochastic Nash games for weakly coupled large-scale systems
- Mathematical methods in robust control of linear stochastic systems.
- Stabilization of stochastic singular nonlinear hybrid systems
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
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