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978-3-319-82133-7The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl蛰伏 发表于 2025-3-23 16:22:07
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems978-3-319-40587-2Series ISSN 2198-4182 Series E-ISSN 2198-4190相反放置 发表于 2025-3-23 18:18:40
Studies in Systems, Decision and Controlhttp://image.papertrans.cn/n/image/667087.jpgMedley 发表于 2025-3-23 23:16:54
https://doi.org/10.1007/978-3-319-40587-2Singular Markov Jump Linear Systems; Stochastic Differential Game; Nash Equilibrium; Robust Control; Porobeisance 发表于 2025-3-24 05:37:23
Introduction,The research of switched systems is mainly carried out with the research of hybrid systems [.–.].断言 发表于 2025-3-24 06:33:30
Deterministic and Stochastic Differential Games,This chapter introduces the theory of deterministic and stochastic differential games, including the dynamic optimization techniques, .stochastic. differential games and their solution concepts, which will lay a foundation for later study.conifer 发表于 2025-3-24 11:29:36
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Stochastic Differential Game of Discrete-Time Markov Jump Linear Systems,This chapter investigated the stochastic differential game theory of discrete-time markov jump linear systems, in which the state equation is described by Itô’s stochastic algebraic equation.Cleave 发表于 2025-3-24 20:10:32
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Applications of Stochastic Differential Game Theory for Markov Jump Linear Systems to Finance and IThis chapter mainly introduces applications of stochastic differential game theory for Markov jump linear systems to finance and insurance. Firstly, a risk minimization problem is considered in a continuous-time Markovian regime switching financial model modulated by a continuous-time, finite-state, Markov chain.