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

DOI10.1109/TAC.2018.2849945zbMath1482.91018MaRDI QIDQ5223665

Jun-Hee Moon

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

49N70: Differential games and control

91A05: 2-person games

91A23: Differential games (aspects of game theory)

91A15: Stochastic games, stochastic differential games