Computation of Cournot-Nash equilibria by entropic regularization

Adrien Blanchet, Guillaume Carlier and Luca Nenna

No 17-64, IAST Working Papers from Institute for Advanced Study in Toulouse (IAST)

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-hpe
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Working Paper: Computation of Cournot-Nash equilibria by entropic regularization (2017)
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