Linear Quadratic Nash Differential Games of Stochastic Singular Systems with Markovian Jumps

Liu, B; Wang, X

Liu, B (corresponding author), Huazhong Univ Sci & Technol, Sch Math & Stat, Hubei Key Lab Engn Modeling & Sci Comp, Wuhan 430074, Hubei, Peoples R China.

ACTA MATHEMATICA VIETNAMICA, 2020; 45 (3): 651

Abstract

This paper investigates Nash games for stochastic singular systems with Markovian jumps. Based on the generalized Ito's formula, the corresponding lin......

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