Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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...
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Bibliographic Details
| Main Authors: |
Zhang, Cheng-ke
(Author),
Zhu, Huai-nian
(Author),
Zhou, Hai-ying
(Author),
Bin, Ning
(Author) |
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| Corporate Author: |
SpringerLink (Online service) |
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| Format: | Electronic
eBook
|
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| Language: | English |
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| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
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| Series: | Studies in Systems, Decision and Control,
67
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| Subjects: | |
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| Online Access: | Full Text via HEAL-Link
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