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https://dspace.ctu.edu.vn/jspui/handle/123456789/100889
Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Liu, Bin | - |
dc.contributor.author | Wang, Xin | - |
dc.date.accessioned | 2024-05-23T07:42:24Z | - |
dc.date.available | 2024-05-23T07:42:24Z | - |
dc.date.issued | 2020 | - |
dc.identifier.issn | 0251-4184 | - |
dc.identifier.uri | https://dspace.ctu.edu.vn/jspui/handle/123456789/100889 | - |
dc.description.abstract | This paper investigates Nash games for stochastic singular systems with Markovian jumps. Based on the generalized Itô's formula, the corresponding linear quadratic optimal control problem is studied for the first time. Then, we establish the existence of Nash strategies by means of generalized coupled Riccati algebraic equations. As an application, the stochastic H₂/H∞ control with state, control, and external disturbance dependent noise is discussed. | vi_VN |
dc.language.iso | en | vi_VN |
dc.relation.ispartofseries | Acta mathematica Vietnamica journal;Vol.45, No.03 .- P.651-660 | - |
dc.subject | Nash differential games | vi_VN |
dc.subject | Markov jump linear systems | vi_VN |
dc.subject | Stochastic singular systems | vi_VN |
dc.title | Linear quadratic nash differential games of stochastic singular systems with markovian jumps | vi_VN |
dc.type | Article | vi_VN |
Appears in Collections: | Acta Mathematica Vietnamica |
Files in This Item:
File | Description | Size | Format | |
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_file_ Restricted Access | 1.51 MB | Adobe PDF | ||
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