Date
2016
Ville de l'éditeur
Paris
Lien vers un document non conservé dans cette base
https://arxiv.org/abs/1206.6571v1
Indexation documentaire
Analyse
Subject
convexity along generalised geodesics; Monge-Ampère equations; externalities; Cournot-Nash equilibria; optimal transport; mean-field games
Nom de la revue
Mathematics of Operations Research
Volume
41
Numéro
3
Date de publication
2016
Pages article
125-145
Nom de l'éditeur
Institute of Management Sciences
Auteur
Blanchet, Adrien
Carlier, Guillaume
Type
Article accepté pour publication ou publié
Résumé en anglais
We study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by the minimisation of some cost, related to optimal transport. This cost is not convex in the usual sense in general but it turns out to have hidden strict convexity properties in many relevant cases. This enables us to obtain new uniqueness results and a characterisation of equilibria in terms of some partial differential equations, a simple numerical scheme in dimension one as well as an analysis of the inefficiency of equilibria.
