Differential games for weakly coupled large-scale linear stochastic systems with an H ∞ -constraint
Hiroaki Mukaidani, Hua Xu
| Year of publication: |
March 2018
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|---|---|
| Authors: | Mukaidani, Hiroaki ; Xu, Hua |
| Published in: |
International game theory review. - [River Edge], NJ [u.a.] : World Scientific, ISSN 0219-1989, ZDB-ID 1500913-0. - Vol. 20.2018, 1, p. 1-24
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| Subject: | Robust differential game | stochastic large-scale system | cross-coupled stochastic Riccardi differential equations (CSRDEs) | H∞-constraint | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219198917500256 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879378