Document de travail

Computation of Cournot-Nash equilibria by entropic regularization

Adrien Blanchet, Guillaume Carlier et Luca Nenna


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.


Optimal transport; entropic regularization; Cournot-Nash equilibria;

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Publié dans

IAST working paper, n° 17-64, mars 2017