Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case
Carlier, Guillaume; Blanchet, Adrien (2014), Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case, Mathematics and Financial Economics, 8, 4, p. 417-433. http://dx.doi.org/10.1007/s11579-014-0127-z
Type
Article accepté pour publication ou publiéExternal document link
http://hal.archives-ouvertes.fr/hal-00987753Date
2014Journal name
Mathematics and Financial EconomicsVolume
8Number
4Publisher
Springer
Pages
417-433
Publication identifier
Metadata
Show full item recordAbstract (EN)
This article is devoted to various methods (optimal transport, fixed-point, ordinary differential equations) to obtain existence and/or uniqueness of Cournot-Nash equilibria for games with a continuum of players with both attractive and repulsive effects. We mainly address separable situations but for which the game does not have a potential. We also present several numerical simulations which illustrate the applicability of our approach to compute Cournot-Nash equilibria.Subjects / Keywords
non-symmetric interactions; congestion; best-reply iteration; optimal transport; Cournot-Nash equilibria; Continuum of playersRelated items
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