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Computation of Cournot-Nash equilibria by entropic regularization

hal.structure.identifier
dc.contributor.authorBlanchet, Adrien*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorCarlier, Guillaume*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorNenna, Luca
HAL ID: 4191		*
dc.date.accessioned2017-11-27T15:37:38Z
dc.date.available2017-11-27T15:37:38Z
dc.date.issued2018
dc.identifier.issn2305-221X
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17070
dc.language.isoenen
dc.subjectCournot-Nash equilibria
dc.subjectoptimal transport
dc.subjectentropic regularization
dc.subject.ddc515en
dc.titleComputation of Cournot-Nash equilibria by entropic regularization
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe 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.
dc.relation.isversionofjnlnameVietnam Journal of Mathematics
dc.relation.isversionofjnlvol46
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2018
dc.relation.isversionofjnlpages15-31
dc.relation.isversionofdoi10.1007/s10013-017-0255-x
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2019-12-18T15:26:39Z
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