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...

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Detaylı Bibliyografya
Asıl Yazarlar: Zhang, Cheng-ke (Yazar), Zhou, Hai-ying (Yazar), Zhu, Huai-nian (Yazar), Bin, Ning (Yazar)
Müşterek Yazar: SpringerLink (Online service)
Materyal Türü: e-Kitap
Dil:İngilizce
Baskı/Yayın Bilgisi: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edisyon:1st ed. 2017.
Seri Bilgileri:Studies in Systems, Decision and Control, 67
Konular:
Control engineering.
Operations research.
Electronics.
Control and Systems Theory.
Operations Research and Decision Theory.
Electronics and Microelectronics, Instrumentation.
Online Erişim:Full-text access
OPAC'ta görüntüle
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.

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