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An example of multiple mean field limits in ergodic differential games
Nonlinear Differential Equations and Applications (NoDEA) ( IF 1.1 ) Pub Date : 2020-04-09 , DOI: 10.1007/s00030-020-00628-w
Pierre Cardaliaguet , Catherine Rainer

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 \(N\rightarrow +\infty \), 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 (On the convergence of closed-loop Nash equilibria to the mean field game limit, 2018. arXiv:1808.02745) for finite horizon problems.



中文翻译:

遍历微分博弈中多个平均场限制的示例

我们提供了一个对称遍历N玩家差分游戏的示例,该博弈以玩家位置上的记忆策略进行,其纳什均衡收益的极限设置为\(N \ rightarrow + \ infty \),尽管该博弈具有单个均值博弈均衡。该示例与Lacker(关于闭环Nash均衡到平均场博弈极限的收敛,2018年。arXiv:1808.02745)形成的鲜明对比。

更新日期:2020-04-23
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