A Game—Theoretic Model for a Stochastic Linear Quadratic Tracking Problem
Vasile Drăgan, Ivan Ganchev Ivanov, Ioan-Lucian Popa • Axioms
(2023)
In this paper, we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations. We consider the case when there are tw...
DOAJ
Open Access (DOAJ)
DOI:
10.3390/axioms12010076