Mean Field Games with Ergodic cost for Discrete Time Markov Processes

We consider mean field games with ergodic cost in the framework of a general discrete time controlled Markov processes. The state space of the processes is given by a general σ-compact Polish space. Under certain conditions, we show the existence of a mean field game equilibrium. We also study the N-person game where the players interacts with each other via their empirical measure. We show that the N-person game has Nash equilibrium and as N tends to infinity the equilibria converge to a mean field game solution.