Here are 4 options.
Place this in your php.ini:
session.cookie_domain = ".example.com"
Or in your .htaccess:
php_value session.cookie_domain .example.com
Or as the first thing in your script:
ini_set('session.cookie_domain', '.example.com' );
Or in your php-fpm pool configuration for your site:
php_value[session.cookie_domain] = .example.com
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