Inserted: 6 sep 2007
Last Updated: 15 dec 2009
Journal: Ann. Internat. Soc. Dynam. Games
" Advances in Dynamic games and their Applications", P. Bernhard, V. Gaitsgory, O. Pourtallier editors
The paper deals with the ergodicity of deterministic zero-sum differential games with long-time-average cost. Some new sufficient conditions are given, as well as a class of games that are not ergodic. In particular, we settle the issue of ergodicity for the simple games whose associated Isaacs equation is a convex-concave eikonal equation.
Keywords: Hamilton-Jacobi-Isaacs equations, Ergodic control, differential games