Dynamic Games for Markov Jump Stochastic Delay Systems
DOI10.1007/978-3-319-26369-4_11zbMath1350.93097OpenAlexW2464941585MaRDI QIDQ2832751
Hua Xu, Hiroaki Mukaidani, 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
dynamic gamesLyapunov-Krasovskii methodNash gamescross-coupled stochastic algebraic equations (CSAEs)Pareto optimization problemsKarush-Kuhn-Tucker (KKT) conditionsMarkov jump stochastic delay systemsnon-convex optimization approach
Differential games and control (49N70) (H^infty)-control (93B36) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Dynamic games (91A25) Optimality conditions for problems involving randomness (49K45)
Uses Software