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

By Huai-Nian Zhu Zhu, Hai-Ying Zhou, Cheng-Ke Zhang, et al.

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3319821334
• ISBN13: 9783319821337
• Release Date: June 2018
• Publisher: Springer
• Length: 187 Pages
• Weight: 0.64 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"