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

Carlier, Guillaume; Blanchet, Adrien

Carlier, Guillaume; Blanchet, Adrien (2014), From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem, Philosophical Transactions. Physical, Mathematical and Engineering Sciences, 372, 2028, p. n°20130398. http://dx.doi.org/10.1098/rsta.2013.0398

Type

Article accepté pour publication ou publié

External document link

http://hal.archives-ouvertes.fr/hal-00981500

Date

2014

Journal name

Philosophical Transactions. Physical, Mathematical and Engineering Sciences

Volume

372

Number

2028

Publisher

Royal Society Publishing

Pages

n°20130398

Abstract (EN)

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.

Subjects / Keywords

Monge-Kantorovich optimal transportation problem; Cournot-Nash equilibria; games with a continuum of players; Nash equilibria