Finite-horizon LQ N-player differential games with Gaussian data exhibit exponential turnpike convergence to ergodic equilibria uniformly in N.
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations
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Turnpike properties in linear quadratic Gaussian N-player differential games
Finite-horizon LQ N-player differential games with Gaussian data exhibit exponential turnpike convergence to ergodic equilibria uniformly in N.