Finite-horizon LQ N-player differential games with Gaussian data exhibit exponential turnpike convergence to ergodic equilibria uniformly in N.
Infinite horizon optimal control: deterministic and stochastic systems
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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.