Differential N-players game: Nash equilibria and Mather measures

DOI10.1093/IMAMCI/DNAD006MaRDI QIDQ6161322zbMATH OpenOpenAlexFDO

Authors Cristian Mendico

Publication date 27 June 2023

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2302.10689

zbMATH Keywords

mean field gamesN-players gameNash equilibriaweak KAM theory

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Mean field games (aspects of game theory) (91A16) Differential games (aspects of game theory) (91A23)

Abstract: We study Nash equilibria for the deterministic ergodic N-players game. We introduce pure strategies, mixed strategies and Nash equilibria associated with those. We show that a Nash equilibrium in mixed strategies exists and it is a Mather measure for the Lagrangian system defined by the cost functional. In conclusion, we show that the mean field limit of the N-players game is described by the ergodic PDE's system for a continuum of players.

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