Non-cooperative stochastic differential game theory of generalized Markov jump linear systems

• Main Authors: Zhang, Cheng-ke (Author), Zhu, Huai-nian (Author), Zhou, Hai-ying (Author), Ning, B. (Author)
• Format: Electronic eBook
• Language: English
• Published: Switzerland : Springer, [2017]
• Series: Studies in systems, decision and control ; v. 67.
• Subjects: Noncooperative games (Mathematics); Stochastic systems.; elektronické knihy; electronic books
• ISBN: 9783319405872; 9783319405865
• ISSN: 2198-4182 ;
• Physical Description: 1 online resource (xv, 187 pages) : illustrations

This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic dif...