Linear quadratic stochastic Nash differential games and mixed H2/H∞ control for Markov jump linear systems

被引:0
|
作者
Zhu, Huai-Nian [1 ]
Zhang, Cheng-Ke [2 ]
Wang, Ming-Liang [2 ]
机构
[1] School of Management, Guangdong University of Technology, Guangzhou 510520, China
[2] School of Economics and Commence, Guangdong University of Technology, Guangzhou 510520, China
来源
Kongzhi yu Juece/Control and Decision | 2013年 / 28卷 / 08期
关键词
Markov processes - Linear systems - Stochastic control systems - Game theory - Riccati equations;
D O I
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中图分类号
学科分类号
摘要
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页码:1157 / 1164
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