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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic dif...
| Main Authors: | , , , |
|---|---|
| Corporate Author: | |
| Format: | e-Book |
| Language: | English |
| Published: |
Cham :
Springer International Publishing :
2017.
Imprint: Springer, |
| Edition: | 1st ed. 2017. |
| Series: | Studies in Systems, Decision and Control,
67 |
| Subjects: | |
| Online Access: | Full-text access |