Abstract
We introduce here a general approach to model games with a large number of players. More precisely, we consider N players Nash equilibria for long term stochastic problems and establish rigorously the ‘mean field’ type equations as N goes to infinity. We also prove general uniqueness results and determine the deterministic limit. To cite this article: J.-M. Lasry, P.-L. Lions, C. R. Acad. Sci. Paris, Ser. I 343 (2006).
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