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
TypeArticle accepté pour publication ou publié
External document linkhttp://hal.archives-ouvertes.fr/hal-00987753
Journal nameMathematics and Financial Economics
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Abstract (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 / Keywordsnon-symmetric interactions; congestion; best-reply iteration; optimal transport; Cournot-Nash equilibria; Continuum of players
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