Abstract
This chapter investigated the stochastic differential game theory of discrete-time markov jump linear systems, in which the state equation is described by Itô’s stochastic algebraic equation.
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References
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Zhang, Ck., Zhu, Hn., Zhou, Hy., Bin, N. (2017). Stochastic Differential Game of Discrete-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_4
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DOI: https://doi.org/10.1007/978-3-319-40587-2_4
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Online ISBN: 978-3-319-40587-2
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