The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.
Villani.Optimal transport: old and new, volume 338 ofGrundlehren der mathematischen Wissenschafte
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Particle system approximation of Nash equilibria in large games
The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.