Applied Mathematics

Vol.3 No.10A(2012), Paper ID 24106, 6 pages

DOI:10.4236/am.2012.330188

 

Infinite Horizon LQ Zero-Sum Stochastic Differential Games with Markovian Jumps

 

Huai-Nian Zhu, Cheng-Ke Zhang, Ning Bin

 

School of Management, Guangdong University of Technology, Guangzhou, China
School of Economics & Commence, Guangdong University of Technology, Guangzhou, China
School of Management, Guangdong University of Technology, Guangzhou, China

 

Copyright © 2012 Huai-Nian Zhu, Cheng-Ke Zhang, Ning Bin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Zhu, H. , Zhang, C. and Bin, N. (2012) Infinite Horizon LQ Zero-Sum Stochastic Differential Games with Markovian Jumps. Applied Mathematics, 3, 1321-1326. doi: 10.4236/am.2012.330188.

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