An example of multiple mean field limits in ergodic differential games
Optimization and Control
2019-07-24 v1
Abstract
We present an example of symmetric ergodic -players differential games, played in memory strategies on the position of the players, for which the limit set, as , of Nash equilibrium payoffs is large, although the game has a single mean field game equilibrium. This example is in sharp contrast with a result by Lacker [23] for finite horizon problems.
Cite
@article{arxiv.1907.09785,
title = {An example of multiple mean field limits in ergodic differential games},
author = {Pierre Cardaliaguet and Catherine Rainer},
journal= {arXiv preprint arXiv:1907.09785},
year = {2019}
}