Stability of linear stochastic difference equations in strategically controlled random environments

Advances in Applied Probability

Volumn 35, Issue 4, 2003, Pages 961-981

  Horst, Ulrich ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Random systems with complete connections; Stochastic difference equation; Stochastic games; Stochastic stability

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; DIFFERENCE EQUATIONS; LINEAR EQUATIONS; PROBABILITY;

RANDOM ENVIRONMENTS;

MARKOV PROCESSES;

EID: 0344082871     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1067436330     Document Type: Article

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