A Sufficient Condition for Linear-Quadratic Stochastic Zero-Sum Differential Games for Markov Jump Systems

DOI10.1109/TAC.2018.2849945MaRDI QIDQ5223665zbMATH OpenOpenAlexWikidataFDO

Authors Jun-Hee Moon

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

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Cited in

(17)

• scientific article; zbMATH DE number 7295487 (Why is no real title available?)
• Dynamic trading with Markov liquidity switching
• Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
• Two-player zero-sum stochastic differential games with regime switching
• Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities
• \( H_\infty\) control for continuous-time Markov jump nonlinear systems with piecewise-affine approximation
• Game minimax control of automatic system bandwidth under information counteraction
• Game-based interconnected control of a group of unmanned aerial vehicles in conditions of informational counteraction
• 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
• 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
• 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

This page was built for publication: A Sufficient Condition for Linear-Quadratic Stochastic Zero-Sum Differential Games for Markov Jump Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223665)