Differential Games with Ergodic Payoff
Abstract
We address a zero-sum differential game with ergodic payoff. We study this problem via the viscosity solutions of an associated Hamilton--Jacobi--Isaacs equation. Under certain condition, we establish the existence of a value and prove certain representation formulae.
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Information & Authors
Information
Published In
SIAM Journal on Control and Optimization
Pages: 2020 - 2035
ISSN (online): 1095-7138
Copyright
Copyright © 2005 Society for Industrial and Applied Mathematics.
History
Published online: 26 July 2006
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