Computation of Cournot-Nash equilibria by entropic regularization
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Publication:684036
DOI10.1007/S10013-017-0255-XzbMATH Open1407.91035arXiv1609.02814OpenAlexW2520567538MaRDI QIDQ684036FDOQ684036
Adrien Blanchet, Guillaume Carlier, Luca Nenna
Publication date: 9 February 2018
Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1609.02814
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Numerical optimization and variational techniques (65K10) Games with infinitely many players (91A07) Numerical methods based on necessary conditions (49M05)
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Cited In (5)
- Rare Nash Equilibria and the Price of Anarchy in Large Static Games
- An entropy minimization approach to second-order variational mean-field games
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
- Entropic penalties in finite games
- Variational problems involving unequal dimensional optimal transport
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