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]

@article{ZhuZB14,
  title = {Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application},
  author = {Huai-nian Zhu and Cheng-ke Zhang and Ning Bin},
  year = {2014},
  doi = {10.1080/00207721.2012.745031},
  url = {http://dx.doi.org/10.1080/00207721.2012.745031},
  researchr = {https://researchr.org/publication/ZhuZB14},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Systems Science},
  volume = {45},
  number = {5},
  pages = {1196-1201},
}