Computation of Cournot-Nash equilibria by entropic regularization

Adrien Blanchet (1) , Guillaume Carlier (2) , Luca Nenna (2)

1 TSE-R - Toulouse School of Economics
2 MOKAPLAN - Méthodes numériques pour le problème de Monge-Kantorovich et Applications en sciences sociales

We 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.

Mots clés: Cournot-Nash equilibria; optimal transport; entropic regularization

Domaines: Optimisation et contrôle [math.OC]; Analyse numérique [math.NA]

Adrien Blanchet, Guillaume Carlier, Luca Nenna. Computation of Cournot-Nash equilibria by entropic regularization. 2016. ⟨hal-01363468⟩