From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem

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Date
2014
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http://hal.archives-ouvertes.fr/hal-00981500
Indexation documentaire
Analyse
Subject
Monge-Kantorovich optimal transportation problem; Cournot-Nash equilibria; games with a continuum of players; Nash equilibria
Nom de la revue
Philosophical Transactions. Physical, Mathematical and Engineering Sciences
Volume
372
Numéro
2028
Date de publication
2014
Pages article
n°20130398
Nom de l'éditeur
Royal Society Publishing
DOI
http://dx.doi.org/10.1098/rsta.2013.0398
URI
https://basepub.dauphine.fr/handle/123456789/13156
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Auteur
Carlier, Guillaume
Blanchet, Adrien
Type
Article accepté pour publication ou publié
Résumé en anglais
The notion of Nash equilibria plays a key role in the analysis of strategic interactions in the framework of $N$ player games. Analysis of Nash equilibria is however a complex issue when the number of players is large. In this article we emphasize the role of optimal transport theory in: 1) the passage from Nash to Cournot-Nash equilibria as the number of players tends to infinity, 2) the analysis of Cournot-Nash equilibria.