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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...
Asıl Yazarlar: | , , , |
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Müşterek Yazar: | |
Materyal Türü: | e-Kitap |
Dil: | İngilizce |
Baskı/Yayın Bilgisi: |
Cham :
Springer International Publishing :
2017.
Imprint: Springer, |
Edisyon: | 1st ed. 2017. |
Seri Bilgileri: | Studies in Systems, Decision and Control,
67 |
Konular: | |
Online Erişim: | Full-text access |
İçindekiler:
- Introduction
- Deterministic and Stochastic Differential Games
- Stochastic Differential Games of Continuous-time Markov Jump Linear Systems
- Stochastic Differential Game of Discrete-time Markov Jump Linear System
- Stochastic Differential Game of Stochastic Markov Jump Singular Systems
- Game Theory Approach to Stochastic H2/H∞ Control of Markov Jump Linear Singular Systems
- Applications of Stochastic Differential Game Theory for Linear Markov Jump Systems to Finance and Insurance.