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.

Aceasta carte studiaza sistematic teoria jocurilor diferentiale stocastice non-cooperative a sistemelor de salt liniare Markov generalizate si aplicarea acesteia in domeniul finantelor si asigurarilor.