An example of multiple mean field limits in ergodic differential games


Abstract in English

We present an example of symmetric ergodic $N$-players differential games, played in memory strategies on the position of the players, for which the limit set, as $Nto +infty$, 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.

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