Azouzi, Rachid El; Abbad, Mohammed; Altman, Eitan - In: Mathematical Methods of Operations Research 51 (2000) 3, pp. 399-417
We consider the problem of the perturbation of a class of linear-quadratic differential games with piecewise deterministic dynamics, where the changes from one structure (for the dynamics) to another are governed by a finite-state Markov process. Player 1 controls the continuous dynamics,...