ENGWERDA J, MAHMOUDINIA D, DALALI I R. Government and central bank interaction under uncertainty: a differential games approach[J]. Iranian Economic Review, 2016, 20(2): 225-259.

ZHANG C, ZHU H, ZHOU H, et al. Non-cooperative stochastic differential game theory of generalized markov jump linear systems[M]. Switzerland: Springer, 2017.

ZHU K, NIYATO D, WANG P, et al . Dynamic spectrum leasing and service selection in spectrum secondary market of cognitive radio networks[J ] . IEEE Transactions on Wireless Communications, 2012, 11(3): 1136-1145.

ZHU Q, BASER T. Multi-resolution large population stochastic differential games and their application to demand response management in the smart grid[J]. Journal of Dynamic Games and Applications, 2013, 3(1): 68-88.

SAGARA M, MUKAIDANI H, UNNO M, et al. Nonlinear Stochastic Dynamic Games[C ] //5 th Intern ational Symposium on Advanced Control of Industrial Processes, May 28-30, 2014, Hiroshima, Japan. [S.l. ] : IEEE, 2014: 79-84.

MUKAIDANI H, XU H, DRAGAN V, et al. Finite-horizon dynamic games for a class of nonlinear stochastic systems[C ] //54 th Annual Conference on Decision and Control, December 15-18, 2015. Japan, Osaka: IEEE, 2015: 519-524.

QIU Z H, WENG H, ZHANG C K. Nash equilibrium solution to a class of two-player non-cooperative differential games based on the thought of T-S fuzzy modeling[J]. Journal of Guangdong University of Technology, 2011, 28(1): 68-72.

ZHANG W, ZHANG H, CHEN B S. Stochastic H 2 / H ∞ control with ( x , u , v )-dependent noise: Finite horizon case[J ] . Automatica, 2006, 42(11): 1891-1898.

ZHANG W, FENG G. Nonlinear stochastic H 2 / H ∞ control with ( x , u , v )-dependent noise: infinite horizon case[J ] . IEEE Transactions on Automatic Control, 2008, 53(5): 1323-1328.

MUKAIDANI H. Dynamic games for stochastic systems with delay[J]. Asian Journal of Control, 2014, 16(1): 1-10.

MUKAIDANI H, XU H, DRAGAN V. Dynamic Games for Markov Jump Stochastic Delay Systems[C ] //EMMANUEL W, EMILIA F, OLIVIER S, et al. Recent Results on Time-Delay Systems: analysis and control. Switzerland: Springer, 2016: 207-227.

GAO, M, SHEN L, ZHANG W. Stochastic H 2 / H ∞ control of nonlinear systems with time-delay and state-dependent noise[J ] . Applied Mathematics and Computation, 2015, 266: 429-440.

YONG J, ZHOU X Y. Stochastic controls: Hamiltonian systems and HJB equations[M]. New York: Springer-Verlag, 1999.

MAO X. Stochastic Differential Equations and Applications[M ] . 2 nd ed. Cambridge: Horwood, 2007.

LIMEBEER D J N, ANDERSON B D O, HENDEL B. A nash game approach to mixed H 2 / H ∞ control[J ] . IEEE Transactions on Automatic Control, 1994, 39(1): 69-82.

ZHANG W, CHEN B S. Stochastic affine quadratic regulator with applications to tracking control of quantum systems[J]. Automatica, 2008, 44(11): 2869-2875.