Dynamic Games for Stochastic Systems with Delay
From MaRDI portal
Publication:5416954
DOI10.1002/asjc.686zbMath1286.93206MaRDI QIDQ5416954
Publication date: 15 May 2014
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.686
delay; linear matrix inequality; dynamic games; Itô's stochastic differential equation; Karush-Kuhn-Tucker (KKT) conditions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
49N70: Differential games and control
93B52: Feedback control
93E20: Optimal stochastic control
49K35: Optimality conditions for minimax problems
49K45: Optimality conditions for problems involving randomness
Related Items
Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon, Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon, Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game, Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game, Linear quadratic Pareto game of the stochastic systems in infinite horizon, Optimal Control of Finite-Valued Networks
Cites Work
- Unnamed Item
- Mean square exponential stability of impulsive control stochastic systems with time-varying delay
- Bounded Nash type controls for uncertain linear systems
- Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers
- Soft-constrained stochastic Nash games for weakly coupled large-scale systems
- \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
- An LMI approach to guaranteed cost control of linear uncertain time-delay systems
- Nonzero-sum differential games
- A Nash game approach to mixed H/sub 2//H/sub ∞/ control
- Optimal quadratic guaranteed cost control of a class of uncertain time-delay systems
- Robust $H_{\infty}$ Filtering for a Class of Nonlinear Networked Systems With Multiple Stochastic Communication Delays and Packet Dropouts
- On delay‐dependent stabilization of retarded systems—an integral‐inequality based approach
- An LMI approach to output-feedback-guaranteed cost control for uncertain time-delay systems
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- A Numerical Analysis of the Nash Strategy for Weakly Coupled Large-Scale Systems
- Stability of time-delay systems