Non-cooperative stochastic differential game theory of generalized Markov jump linear systems / Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin.

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

Online Access:	Full Text (via Springer)
Main Authors:	Zhang, Cheng-ke (Author), Zhu, Huai-nian (Author), Zhou, Hai-ying (Author), Bin, Ning (Author)
Format:	eBook
Language:	English
Published:	Switzerland : Springer, [2017]
Series:	Studies in systems, decision and control ; v. 67.
Subjects:	Noncooperative games (Mathematics) Stochastic systems.