Synopses & Reviews
Synopsis
Introduction.- Deterministic and Stochastic Differential Games.- Stochastic Differential Games of Continuous-time Markov Jump Linear Systems.- Stochastic Differential Game of Discrete-time Markov Jump Linear System.- Stochastic Differential Game of Stochastic Markov Jump Singular Systems.- Game Theory Approach to Stochastic H2/H∞ Control of Markov Jump Linear Singular Systems.- Applications of Stochastic Differential Game Theory for Linear Markov Jump Systems to Finance and Insurance.