Document de travail

From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem

Adrien Blanchet et Guillaume Carlier

Résumé

The notion of Nash equilibria plays a key role in the analysis of strategic interactions in the framework of N player games. Analysis of Nash equilibria is however a complex issue when the number of players is large. In this article we emphasize the role of optimal transport theory in: 1) the passage from Nash to Cournot-Nash equilibria as the number of players tends to infinity, 2) the analysis of Cournot-Nash equilibria.

Mots-clés

Nash equilibria; games with a continuum of players; Cournot-Nash equilibria; Monge-Kantorovich optimal transportation problem;

Remplacé par

Adrien Blanchet et Guillaume Carlier, « From Nash to Cournot–Nash equilibria via the Monge–Kantorovich problem », Philosophical Transactions of the Royal Society A, vol. 372, n° 2028, 6 octobre 2014.

Référence

Adrien Blanchet et Guillaume Carlier, « From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem », TSE Working Paper, n° 14-490, mai 2014.

Voir aussi

Publié dans

TSE Working Paper, n° 14-490, mai 2014