Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps

DOI10.1007/S40306-018-00318-XzbMath1448.91022OpenAlexW2916340947WikidataQ128340571 ScholiaQ128340571MaRDI QIDQ2198291

Xin Wang, Bin Liu

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

zbMATH Keywords

Markov jump linear systemsstochastic singular systemsNash differential games

Mathematics Subject Classification ID

(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

This page was built for publication: Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps