Computation of Cournot-Nash equilibria by entropic regularization

Blanchet, Adrien, Carlier, Guillaume and Nenna, Luca (2017) Computation of Cournot-Nash equilibria by entropic regularization. TSE Working Paper, n. 17-785, Toulouse

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Official URL: http://tse-fr.eu/pub/31576

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.

Item Type: Monograph (Working Paper)
Language: English
Date: March 2017
Place of Publication: Toulouse
Uncontrolled Keywords: Optimal transport, entropic regularization, Cournot-Nash equilibria
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Institution: Université Toulouse 1 Capitole
Site: UT1
Date Deposited: 24 Mar 2017 13:42
Last Modified: 07 Mar 2018 13:24
OAI ID: oai:tse-fr.eu:31576
URI: http://publications.ut-capitole.fr/id/eprint/23263

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