Computation of Cournot-Nash equilibria by entropic regularization

Adrien Blanchet, Guillaume Carlier and Luca Nenna

No 17-785, TSE Working Papers from Toulouse School of Economics (TSE)

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.

Keywords: Optimal transport; entropic regularization; Cournot-Nash equilibria (search for similar items in EconPapers)
Date: 2017-03
New Economics Papers: this item is included in nep-cmp and nep-hpe
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.tse-fr.eu/sites/default/files/TSE/docu ... /2017/wp_tse_785.pdf Full text (application/pdf)

Related works:
Working Paper: Computation of Cournot-Nash equilibria by entropic regularization (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tse:wpaper:31576

Access Statistics for this paper

More papers in TSE Working Papers from Toulouse School of Economics (TSE) Contact information at EDIRC.
Bibliographic data for series maintained by ().