Stochastic Differential Games of Continuous-Time Markov Jump Linear Systems

Authors :: Cheng-ke Zhang
Huai-nian Zhu
Hai-ying Zhou
Ning Bin
Source :: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems ISBN: 9783319405865
Publication Year :: 2016
Publisher :: Springer International Publishing, 2016.
Abstract: This chapter mainly discussed the stochastic differential game theory of continuous-time Markov jump linear systems.

Subjects :: Computer Science::Computer Science and Game Theory
symbols.namesake
Markov chain
Computer science
Markov renewal process
Variable-order Markov model
symbols
Markov process
Applied mathematics
Markov property
Markov decision process
Markov model
Time reversibility

ISBN :: 978-3-319-40586-5
ISBNs :: 9783319405865
Database :: OpenAIRE
Journal :: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems ISBN: 9783319405865
Accession number :: edsair.doi...........d3fd52fca54a456744c6035eb29cb88b

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