  This paper focuses on the coordination of a large population of dynamic
agents with private information over multiple periods. Each agent maximizes the
individual utility, while the coordinator determines the market rule to achieve
group objectives. The coordination problem is formulated as a dynamic mechanism
design problem. A mechanism is proposed based on the competitive equilibrium of
the large population game. We derive the conditions for the general nonlinear
dynamic systems under which the proposed mechanism is incentive compatible and
can implement the social choice function in $\epsilon$-Nash equilibrium. In
addition, we show that for linear quadratic problems with bounded parameters,
the proposed mechanism can maximize the social welfare subject to a total
resource constraint in $\epsilon$-dominant strategy equilibrium.
