Value functions of infinite-horizon non-autonomous zero-sum stochastic recursive differential games are the unique bounded viscosity solutions to their corresponding non-autonomous HJBI equations.
Royer, BSDEs with a random terminal time driven by a monotone generator and their links with PDEs,Stochastics Stochastics Rep., 76 (2004), 281–307
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Infinite-Horizon Non-Autonomous Zero-Sum Stochastic Recursive Differential Games and HJBI Equations
Value functions of infinite-horizon non-autonomous zero-sum stochastic recursive differential games are the unique bounded viscosity solutions to their corresponding non-autonomous HJBI equations.