A Sufficient Condition for Linear-Quadratic Stochastic Zero-Sum Differential Games for Markov Jump Systems
DOI10.1109/TAC.2018.2849945zbMATH Open1482.91018OpenAlexW2810204897WikidataQ129648821 ScholiaQ129648821MaRDI QIDQ5223665FDOQ5223665
Publication date: 18 July 2019
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2018.2849945
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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- \( H_\infty\) control for continuous-time Markov jump nonlinear systems with piecewise-affine approximation
- Game minimax control of automatic system bandwidth under information counteraction
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- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises
- 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
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
- Game control of a random jump structure of an object in mixed strategies
- Interconnected control system for a group of unmanned aerial vehicles under information counteraction
- Adaptive recognition of a Markov binary signal of a linear system based on the Pearson type I distribution
- Linear-quadratic mean field stochastic zero-sum differential games
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