3 novembre 2016, 11h00–12h15
Toulouse
Salle MS 001
MAD-Stat. Seminar
Résumé
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.