Computation of Cournot–Nash Equilibria by Entropic Regularization

Article

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 Blanchet and Carlier (Math. Oper. Res. 41, 125–145, 2016). 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.

Keywords

Cournot-Nash equilibria Optimal transport Entropic regularization 

Mathematics Subject Classification (2010)

49M05 65K10 91A13 

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Copyright information

© Vietnam Academy of Science and Technology (VAST) and Springer Nature Singapore Pte Ltd. 2017

Authors and Affiliations

  • Adrien Blanchet
    • 1
  • Guillaume Carlier
    • 2
    • 3
  • Luca Nenna
    • 2
    • 3
  1. 1.GREMAQ-TSEUniversité de ToulouseToulouseFrance
  2. 2.Université Paris-Dauphine, PSL Research University, CNRS, CEREMADEParisFrance
  3. 3.Inria-ParisParisFrance

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