Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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portes grátis
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Zhu, Huai-nian; Zhang, Cheng-ke; Zhou, Hai-ying; Bin, Ning
Springer International Publishing AG
06/2018
187
Mole
Inglês
9783319821337
15 a 20 dias
454
Descrição não disponível.
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.
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Singular Markov Jump Linear Systems;Stochastic Differential Game;Nash Equilibrium;Robust Control;Portfolio Optimization;Option Pricing
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
