Abstract
Bellman–Isaacs equation of ergodic type is studied in paricular case. A solution of the equation related to the principal eigenfunction of the Schrödinger operator is obtained as the limit of the solution of a Bellman–Isaacs equation of discounted type. Furthermore, a singular limit of the equation is studied in relation to semi‐classical analysis.
Get full access to this article
View all access options for this article.
