In a scalar class of mean field games, the vanishing-noise limit is shown to select the entropy solution of a transport equation as the trembling-hand-perfect equilibrium, with explicit error bounds depending on the number of players.
On non-uniqueness and uniqueness of solutions in finite-horizon mean field games
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A "trembling hand perfect" equilibrium for a certain class of mean field games
In a scalar class of mean field games, the vanishing-noise limit is shown to select the entropy solution of a transport equation as the trembling-hand-perfect equilibrium, with explicit error bounds depending on the number of players.