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Differential N-players game: Nash equilibria and Mather measures (2302.10689v1)

Published 21 Feb 2023 in math.OC and math.AP

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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