Optimal Transport and Cournot-Nash Equilibria

We study a class of games with a continuum of players for which 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

Optimal Transport and Cournot-Nash Equilibria

We study a class of games with a continuum of players for which 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

Optimal transport and Cournot-Nash equilibria

International audienceWe study a class of games with a continuum of players for which 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

On the Jordan-Kinderlehrer-Otto scheme

In this paper, we prove that the Jordan-Kinderlehrer-Otto scheme for a family of linear parabolic equations on the flat torus converges uniformly in space.Comment: 15 page

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

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

Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case

This article is devoted to various methods (optimal transport, fixed-point, ordinary differential equations) to obtain existence and/or uniqueness of Cournot-Nash equilibria for games with a continuum of players with both attractive and repulsive effects. We mainly address separable situations but for which the game does not have a potential. We also present several numerical simulations which illustrate the applicability of our approach to compute Cournot-Nash equilibria

Dealing with moment measures via entropy and optimal transport

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form (\nabla u)\_\\#e^{- u} for $u:\R^d\to\R\cup\{+\infty\}$ and finds the corresponding $u$ by a variational method in the class of convex functions. Here we propose a purely optimal-transport-based method to retrieve the same result. The variational problem becomes the minimization of an entropy and a transport cost among densities $\rho$ and the optimizer $\rho$ turns out to be $e^{-u}$. This requires to develop some estimates and some semicontinuity results for the corresponding functionals which are natural in optimal transport. The notion of displacement convexity plays a crucial role in the characterization and uniqueness of the minimizers