Infinite horizon LQ Nash games for SDEs with infinite jumps
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Publication:6578593
DOI10.1002/ASJC.2371MaRDI QIDQ6578593FDOQ6578593
Authors: Yueying Liu, Ting Hou 
Publication date: 25 July 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
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- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
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- Exponential Stability for Discrete-Time Infinite Markov Jump Systems
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- Mathematical methods in robust control of linear stochastic systems
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