화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.43, No.6, 2020-2035, 2005
Differential games with ergodic payoff
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.