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Stochastic Analysis and Applications Volume 19, 2001 - Issue 5
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Original Articles

Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations

Vasile Dragan Institute of Mathematics of the Romanian Academy, P.O. Box 1-764, Bucharest, RO-70700
&
Toader Morozan Institute of Mathematics of the Romanian Academy, P.O. Box 1-764, Bucharest, RO-70700
Pages 715-751 | Published online: 15 Feb 2007

Citations (9)

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Read on this site (2)

Huai-nian Zhu, Cheng-ke Zhang & Ning Bin. (2014) Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application. International Journal of Systems Science 45:5, pages 1196-1201.
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Vasile Dragan & Ivan Ivanov. (2011) A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control. International Journal of Control 84:4, pages 783-800.
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Articles from other publishers (7)

V. Dragan, S. Aberkane & T. Morozan. (2019) On the bounded and stabilizing solution of a generalized Riccati differential equation arising in connection with a zero‐sum linear quadratic stochastic differential game. Optimal Control Applications and Methods 41:2, pages 640-667.
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Huai-Nian Zhu, Cheng-Ke Zhang & Ning Bin. (2014) Stochastic Nash Games for Markov Jump Linear Systems with State- and Control-Dependent Noise. Journal of the Operations Research Society of China 2:4, pages 481-498.
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Vasile Dragan, Toader Morozan & Adrian-Mihail StoicaVasile Dragan, Toader Morozan & Adrian-Mihail Stoica. 2013. Mathematical Methods in Robust Control of Linear Stochastic Systems. Mathematical Methods in Robust Control of Linear Stochastic Systems 381 436 .
Vasile Dragan & Ivan G. Ivanov. (2010) Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic H  ∞  control problems. Numerical Algorithms 57:3, pages 357-375.
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. 2006. Mathematical Methods in Robust Control of Linear Stochastic Systems. Mathematical Methods in Robust Control of Linear Stochastic Systems 257 304 .
Vasile Dragan, Teodor Morozan & Adrian Stoica. 2004. Advances in Automatic Control. Advances in Automatic Control 39 53 .
Vasile Dragan & Toader Morozan. (2003) Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. Journal of Differential Equations 194:1, pages 1-38.
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