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Optimal transport and Cournot-Nash equilibria

dc.contributor.authorBlanchet, Adrien
dc.contributor.authorCarlier, Guillaume
dc.date.accessioned2012-07-05T10:10:43Z
dc.date.available2012-07-05T10:10:43Z
dc.date.issued2016
dc.identifier.issn0364-765X
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9702
dc.language.isoenen
dc.subjectconvexity along generalised geodesics
dc.subjectMonge-Ampère equations
dc.subjectexternalities
dc.subjectCournot-Nash equilibria
dc.subjectoptimal transport
dc.subjectmean-field games
dc.subject.ddc515en
dc.titleOptimal transport and Cournot-Nash equilibria
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherGroupe de recherche en économie mathématique et quantitative (GREMAQ) http://www-gremaq.univ-tlse1.fr/ CNRS : UMR5604 – Université des Sciences Sociales - Toulouse I – Ecole des Hautes Etudes en Sciences Sociales (EHESS) – INRA : UMR;France
dc.description.abstractenWe 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.
dc.publisher.cityParisen
dc.relation.isversionofjnlnameMathematics of Operations Research
dc.relation.isversionofjnlvol41
dc.relation.isversionofjnlissue3
dc.relation.isversionofjnldate2016
dc.relation.isversionofjnlpages125-145
dc.relation.isversionofdoi10.1287/moor.2015.0719
dc.identifier.urlsitehttps://arxiv.org/abs/1206.6571v1
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInstitute of Management Sciences
dc.subject.ddclabelAnalyseen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2016-10-07T12:55:41Z


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