Résumé
We study a class of games with a continuum of players for which a 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.
Mots-clés
Cournot-Nash equilibria, mean field games; optimal transport; externalities; Monge-Ampère equations; convexity along generalised geodesics;
Remplace
Adrien Blanchet et Guillaume Carlier, « Optimal Transport and Cournot-Nash Equilibria », TSE Working Paper, n° 12-321, juin 2012.
Référence
Adrien Blanchet et Guillaume Carlier, « Optimal Transport and Cournot-Nash Equilibria », Mathematics of Operations Research, vol. 41, n° 1, 16 juillet 2015, p. 125–145.
Voir aussi
Publié dans
Mathematics of Operations Research, vol. 41, n° 1, 16 juillet 2015, p. 125–145