Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
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Publication:489154
DOI10.1007/S40305-014-0064-9zbMATH Open1305.91036OpenAlexW2054138676MaRDI QIDQ489154FDOQ489154
Authors: Ning Bin, Huainian Zhu, Chengke Zhang 
Publication date: 27 January 2015
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-014-0064-9
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Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Stochastic integrals (60H05) Stochastic games, stochastic differential games (91A15)
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Cited In (5)
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Relationship Between Nash Equilibrium Strategies and <inline-formula> <tex-math notation="TeX">$H_{2}/H_{\infty}$</tex-math></inline-formula> Control of Stochastic Markov Jump Systems With Multiplicative Noise
- Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps
- Stochastic discrete-time Nash games with constrained state estimators
- Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
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