Unique Ergodicity of Deterministic Zero-Sum Differential Games

Antoine Hochart ()
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Antoine Hochart: Universidad Adolfo Ibáñez

Dynamic Games and Applications, 2021, vol. 11, issue 1, No 5, 109-136

Abstract: Abstract We study the ergodicity of deterministic two-person zero-sum differential games. This property is defined by the uniform convergence to a constant of either the infinite-horizon discounted value as the discount factor tends to zero, or equivalently, the averaged finite-horizon value as the time goes to infinity. We provide necessary and sufficient conditions for the unique ergodicity of a game. This notion extends the classical one for dynamical systems, namely when ergodicity holds with any (suitable) perturbation of the running payoff function. Our main condition is symmetric between the two players and involve dominions, i.e., subsets of states that one player can make approximately invariant.

Keywords: Differential games; Hamilton–Jacobi equations; Viscosity solutions; Ergodicity; Limit value; 49N70; 37A99; 49L25; 35F21; 35B40 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s13235-020-00355-y

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