Journal of Guangdong University of Technology ›› 2014, Vol. 31 ›› Issue (2): 32-35.doi: 10.3969/j.issn.1007-7162.2014.02.006

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Finitetime Nonzerosum Games for Stochastic Singular Systems

Zhou Haiying1, Zhang Chengke2, Zhu Huainian1   

  1. 1. School of Management; 2. School of Economics & Commence, Guangdong University of Technology, Guangzhou 510520, China
  • Online:2014-06-06 Published:2018-06-12
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Abstract: It  discusses the problem of linear quadratic nonzerosum games for stochastic singular systems with state and controldependent noise in finitetime horizon. Based on the result of the optimal control problem for stochastic singular systems, the existence of the nonzerosum strategy is presented by means of a set of crosscoupled Riccati differential equations.

Key words: stochastic singular systems, nonzerosum games, crosscoupled differential Riccati equations

CLC Number: 

  • F224.32
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