Differential games with ergodic payoff

TitleDifferential games with ergodic payoff
Publication TypeJournal Article
Year of Publication2005
AuthorsGhosh, M. K., and K. S. Mallikarjuna Rao
JournalSIAM Journal on Control and Optimization
Volume43
Pagination2020-2035
ISSN03630129
KeywordsDifferential equations, Ergodic payoff, Game theory, Hamilton-Jacobi-isaacs equation, Hamiltonians, Problem solving, Value, Viscosity
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. © 2005 Society for Industrial and Applied Mathematics.

URLhttp://www.scopus.com/inward/record.url?eid=2-s2.0-27844571698&partnerID=40&md5=52b69ba66773b7b77e1d6eb1ecfa23da
DOI10.1137/S0363012903404511