Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems. (2017)

• Record Type: Book
• Further Information: Note: By Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin.
• Authors: Zhang, Cheng-ke; Zhu, Huai-nian; Zhou, Haiying; Bin, Ning
• Contents: 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.
• Publisher Details: Cham : Springer International Publishing Imprint: Springer
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 620; Engineering; Game theory; Differential games; Stochastic control theory; Stochastic systems; Linear systems; Control theory; Markov processes; Business & Economics -- Operations Research; Technology & Engineering -- Electronics -- General; Operational research; Electronics engineering; Operations research; Electronics; Technology & Engineering -- Automation; Automatic control engineering; Electronic books
• Languages: English
• ISBNs: 9783319405872
• Related ISBNs: 331940587X
• Notes: Note: Description based on print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.