Non-cooperative stochastic differential game theory of generalized markov jump linear systems
Auteur :
Zhang, Cheng-ke / Zhou, Hai-ying / Zhu, Huai-nian / Bin, Ning
Éditeur :
Springer International Publishing AG
ISBN :
9783319821337
Date de publication :
14 juin 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.