Ergodic problems in differential games

被引:29
作者
Alvarez, Olivier [1 ]
Bardi, Martino [1 ]
机构
[1] Univ Padua, Dept Pure & Appl Math, I-35131 Padua, Italy
来源
ADVANCES IN DYNAMIC GAME THEORY: NUMERICAL METHODS, ALGORITHMS, AND APPLICATIONS TO ECOLOGY AND ECONOMICS | 2007年 / 9卷
关键词
D O I
10.1007/978-0-8176-4553-3_7
中图分类号
F [经济];
学科分类号
02 ;
摘要
We present and study a notion of ergodicity for deterministic zero-sum differential games that extends the one in classical ergodic control theory to systems with two conflicting controllers. We show its connections with the existence of a constant and uniform long-time limit of the value function of finite horizon games, and characterize this property in terms of Hamilton-Jacobi-Isaacs equations. We also give several sufficient conditions for ergodicity and describe some extensions of the theory to stochastic differential games.
引用
收藏
页码:131 / +
页数:4
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