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

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

Hardcover

Series: Studies in Systems, Decision and Control, Book 67

Business GeneralTechnology & Engineering

ISBN10: 3319405861
ISBN13: 9783319405865
Publisher: Springer
Published: Sep 3 2016
Pages: 187
Weight: 1.02
Height: 0.50 Width: 6.14 Depth: 9.21
Language: English
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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