Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and
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Cheng-ke Zhang Huai-nian Zhu Zhu Hai-ying Zhou Ning Bin
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Studies in Systems, Decision and Control Volume 67
Series editor Janusz Kacprzyk, Polish Academy of Sciences, Warsaw, Poland e-mail: [email protected]
About this Series The series “Studies in Systems, Decision and Control” (SSDC) covers both new developments and advances, as well as the state of the art, in the various areas of broadly perceived systems, decision making and control- quickly, up to date and with a high quality. The intent is to cover the theory, applications, and perspectives on the state of the art and future developments relevant to systems, decision making, control, complex processes and related areas, as embedded in the fields of engineering, computer science, physics, economics, social and life sciences, as well as the paradigms and methodologies behind them. The series contains monographs, textbooks, lecture notes and edited volumes in systems, decision making and control spanning the areas of Cyber-Physical Systems, Autonomous Systems, Sensor Networks, Control Systems, Energy Systems, Automotive Systems, Biological Systems, Vehicular Networking and Connected Vehicles, Aerospace Systems, Automation, Manufacturing, Smart Grids, Nonlinear Systems, Power Systems, Robotics, Social Systems, Economic Systems and other. Of particular value to both the contributors and the readership are the short publication timeframe and the world-wide distribution and exposure which enable both a wide and rapid dissemination of research output.
More information about this series at http://www.springer.com/series/13304
Cheng-ke Zhang Huai-nian Zhu Hai-ying Zhou Ning Bin •
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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Cheng-ke Zhang School of Economics and Commerce Guangdong University of Technology Guangzhou China
Hai-ying Zhou School of Management Guangdong University of Technology Guangzhou China
Huai-nian Zhu School of Economics and Commerce Guangdong University of Technology Guangzhou China
Ning Bin School of Management Guangdong University of Technology Guangzhou China
ISSN 2198-4182 ISSN 2198-4190 (electronic) Studies in Systems, Decision and Control ISBN 978-3-319-40586-5 ISBN 978-3-319-40587-2 (eBook) DOI 10.1007/978-3-319-40587-2 Library of Congress Control Number: 2016945139 © Springer International Publishing Switzerland 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
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