Linear quadratic nonzero‐sum stochastic differential game of a partially observed Markov jump linear systems
Author:
Affiliation:
1. School of Management Guangdong University of Technology Guangzhou China
2. School of Economics and Commerce Guangdong University of Technology Guangzhou China
3. School of Management Guangdong Polytechnic Normal University Guangzhou China
Publisher
Wiley
Subject
Control and Systems Engineering,Electrical and Electronic Engineering,Mathematics (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.2731
Reference35 articles.
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2. Feedback control of a class of linear systems with jump parameters
3. Random differential equations in control theory;Wonham W.;Probabilistic Methods in Applied Mathematics,1970
4. Stability of stochastic differential equations with Markovian switching
5. H∞ control based on game theory approach for Markov jump linear systems;Zhu H.;Information and control,2013
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