Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application

Huai-nian Zhu, Cheng-ke Zhang, Ning Bin. Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application. Int. J. Systems Science, 45(5):1196-1201, 2014. [doi]

Abstract

Abstract is missing.