Infinite horizon LQ Nash games for SDEs with infinite jumps
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Publication:6578593
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Cites work
- scientific article; zbMATH DE number 3116987 (Why is no real title available?)
- scientific article; zbMATH DE number 1243371 (Why is no real title available?)
- scientific article; zbMATH DE number 1734466 (Why is no real title available?)
- A Nash game approach to mixed H/sub 2//H/sub ∞/ control
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
- Exponential Stability for Discrete-Time Infinite Markov Jump Systems
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Linear Matrix Inequalities in System and Control Theory
- Mathematical methods in robust control of linear stochastic systems
- Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
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