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

• Κύριοι συγγραφείς: Zhang, Cheng-ke (Συγγραφέας), Zhu, Huai-nian (Συγγραφέας), Zhou, Hai-ying (Συγγραφέας), Bin, Ning (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: Studies in Systems, Decision and Control, 67
• Θέματα: Engineering.; Operations research.; Decision making.; Control engineering.; Electronics.; Microelectronics.; Control.; Operation Research/Decision Theory.; Electronics and Microelectronics, Instrumentation.

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...

Πίνακας περιεχομένων:

• 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.