Cournot-Walras and Cournot Equilibria in Mixed Markets: A Comparison

Giulio Codognato
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Giulio Codognato: CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1993001, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper, we show that, in markets with a continuum of traders and atoms, the set of Coumot-Walras equilibria does not coincide with the set of Coumot equilibria. We show also that, when the preferences of the traders are represented by Cobb-Douglas utility functions, the set of Cournot-Walras equilibria and the set of Coumot equilibria have a nonempty intersection.

Date: 1993-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1993001

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