Controllability and Observability of Stochastic Singular Systems in Banach Spaces

Author(s):  
Zhaoqiang Ge
Automatica ◽  
2015 ◽  
Vol 51 ◽  
pp. 273-277 ◽  
Author(s):  
Weihai Zhang ◽  
Yong Zhao ◽  
Li Sheng

2013 ◽  
Vol 8 (6) ◽  
pp. 1905-1920 ◽  
Author(s):  
Qingling Zhang ◽  
Shuangyun Xing

2014 ◽  
Vol 2 (6) ◽  
pp. 553-560
Author(s):  
Haiying Zhou ◽  
Huainian Zhu ◽  
Chengke Zhang

AbstractIn this paper, we deal with the Nash differential games of stochastic singular systems governed by Itô-type equation in finite-time horizon and infinite-time horizon, respectively. Firstly, the Nash differential game problem of stochastic singular systems in finite time horizon is formulated. By applying the results of stochastic optimal control problem, the existence condition of the Nash strategy is presented by means of a set of cross-coupled Riccati differential equations. Similarly, under the assumption of the admissibility of the stochastic singular systems, the existence condition of the Nash strategy in infinite-time horizon is presented by means of a set of cross-coupled Riccati algebraic equations. The results show that the strategies of each players interact.


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