Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps
DOI10.1007/S40306-018-00318-XzbMATH Open1448.91022OpenAlexW2916340947WikidataQ128340571 ScholiaQ128340571MaRDI QIDQ2198291FDOQ2198291
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
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Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) (H^infty)-control (93B36) Optimal stochastic control (93E20)
Cites Work
- Mathematical methods in robust control of linear stochastic systems.
- Stabilization of stochastic singular nonlinear hybrid systems
- 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
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
- Soft-constrained stochastic Nash games for weakly coupled large-scale systems
Cited In (18)
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
- Linear quadratic stochastic Nash differential games and mixed \(H_2/H_\infty\) control for Markov jump linear systems
- Nash games of singular stochastic Markov jump systems with \(N\) decision makers
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
- Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities
- Infinite horizon LQ Nash games for SDEs with infinite jumps
- Indefinite linear quadratic optimal control for discrete time-varying linear rectangular descriptor systems
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems
- Non-cooperative stochastic differential game theory of generalized linear Markov jump systems
- A Newton iterative method for coupled Lyapunov matrix equations
- Zero-sum games and \({H_\infty}\) control for discrete-time stochastic singular systems
- Dynamic games for Markov jump stochastic delay systems
- Stochastic optimal control problems of discrete‐time Markov jump systems
- Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
- A new design approach for solving linear quadratic nash games of multiparameter singularly perturbed systems
- Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise
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