Calculus of Variations and Geometric Measure Theory
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A. Blanchet - G. Carlier - L. Nenna

Computation of Cournot-Nash equilibria by entropic regularization

created by nenna on 09 Sep 2016
modified on 11 Sep 2017

[BibTeX]

Published Paper

Inserted: 9 sep 2016
Last Updated: 11 sep 2017

Journal: Vietnam Journal of Mathematics
Year: 2017
Doi: 10.1007/s10013-017-0255-
Links: url

Abstract:

We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in 7. We then use the powerful entropic regularization technique to approximate the problem and solve it numerically in various cases. We also consider the extension to some models with several populations of players.


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