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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: | 17 Apr 2024 06:15 |
| OAI Identifier: | oai:tse-fr.eu:31576 |
| URI: | https://publications.ut-capitole.fr/id/eprint/23263 |
