In many open world games, there are several ways to limit them. From original ones such as Desynchronisation(Assasins' Creed) to invisible walls.
What are the most common ways to close open worlds?
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Of all the techniques I have encountered I find this the most appealing. It doesn't kill you, it gives sense of continuity and doesn't pull you away from the open world sense. Examples Far Cry 3. GTA V.