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Stochastic Differential Games of Continuous-Time Markov Jump Linear Systems

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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Part of the book series: Studies in Systems, Decision and Control ((SSDC,volume 67))

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Abstract

This chapter mainly discussed the stochastic differential game theory of continuous-time Markov jump linear systems.

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References

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Author information

Authors and Affiliations

  1. School of Economics and Commerce, Guangdong University of Technology, Guangzhou, China

    Cheng-ke Zhang & Huai-nian Zhu

  2. School of Management, Guangdong University of Technology, Guangzhou, China

    Hai-ying Zhou & Ning Bin

Authors
  1. Cheng-ke Zhang
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  2. Huai-nian Zhu
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  3. Hai-ying Zhou
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  4. Ning Bin
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Corresponding author

Correspondence to Cheng-ke Zhang .

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Zhang, Ck., Zhu, Hn., Zhou, Hy., Bin, N. (2017). Stochastic Differential Games of Continuous-Time Markov Jump Linear Systems. In: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems. Studies in Systems, Decision and Control, vol 67. Springer, Cham. https://doi.org/10.1007/978-3-319-40587-2_3

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  • DOI: https://doi.org/10.1007/978-3-319-40587-2_3

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-40586-5

  • Online ISBN: 978-3-319-40587-2

  • eBook Packages: EngineeringEngineering (R0)

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