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

Investigating systematically both the theory and methods, and their applications Introduces the developments and research status of the theory for singular Markov jump linear systems, deterministic and stochastic differential games, non-cooperative stochastic differential game theory of discrete-time, continuous-time and singular Markov jump linear systems as well as an approach to its robust control Presents applications of the game theoretic approach to finance and insurance under Markovian regime-switching models Serves as learning reference materials for researchers in applied and management science, engineering, operations research, systems science, and applied mathematics Includes supplementary material: sn.pub/extras

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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems Zhang, Cheng-Ke, Bin, Ning, Zhu, Huai-Nian, Zhou, Hai-Ying

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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems Zhang, Cheng-Ke, Bin, Ning, Zhu, Huai-Nian, Zhou, Hai-Ying

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