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

Ning Bin , Cheng-Ke Zhang , Hai-Ying Zhou , Huai-Nian Zhu

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...

Parution : 2016-09-02
Format(s) : PDF, ePub
Éditeur : Springer
Collection : Studies in Systems, Decision and Control
J'achète
149,79 €

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