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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