Differential Games with Ergodic Payoff
Mrinal K. Ghosh, K. S. Mallikarjuna Rao · SIAM Journal on Control and Optimization · 2005
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.