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

页码：131 / +

页数：4

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