Non-Zero Sum Nash Game for Discrete-Time Infinite Markov Jump Stochastic Systems with Applications
This paper is to study finite horizon linear quadratic (LQ) non-zero sum Nash game for discrete-time infinite Markov jump stochastic systems (IMJSSs). Based on the theory of stochastic analysis, a countably infinite set of coupled generalized algebraic Riccati equations are solved and a necessary an...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-09-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/12/9/882 |