Computation of Cournot-Nash equilibria by entropic regularization

Abstract

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.

References in corpus (2)

• Scaling Algorithms for Unbalanced Transport Problems
• From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem

Cited by in corpus (1)

• Rare Nash Equilibria and the Price of Anarchy in Large Static Games