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From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem
Adrien Blanchet1, Guillaume Carlier2
1IAST/TSE (GREMAQ, Université de Toulouse), 21 Allée de Brienne, 31015 Toulouse, France adrien.blanchet@ut-capitole.fr.
Abstract:
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 (i) the passage from Nash to Cournot-Nash equilibria as the number of players tends to infinity and (ii) the analysis of Cournot-Nash equilibria.
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