
奇异随机Markov跳变系统的
Nash Games of Singular Stochastic Markov Jump Systems with
分别研究了有限时间和无限时间情形下的一类奇异随机Markov跳变系统的
A class of Nash differential games of continuous-time singular stochastic Markov jump systems of with multiple decision makers is investigated in this paper. Both the cases of finite-time horizon and infinite-time horizon are discussed, respectively. By utilizing the square completion technique, the existence conditions of Nash equilibrium is obtained by differential Riccati equations in finite-time horizon, and the existence conditions of Nash equilibrium is obtained by algebra Riccati equations in infinite-time horizon. Explicit expressions of equilibrium strategy and optimal performance functional are given. In the end, we use the obtained results to deal with the stochastic
Nash微分博弈 /
奇异随机系统 /
Riccati方程 /
随机
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