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arXiv 1206.6571math.AP
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最优输运与古诺-纳什均衡

Optimal transport and Cournot-Nash equilibria

Adrien Blanchet, Guillaume Carlier

摘要:

我们研究一类游戏的连续的球员,古诺-纳什均衡可以通过最小化的一些成本,相关的最优输运。这个成本在通常意义上不是凸的,但在许多相关情况下,它具有隐藏的严格凸性。这使我们能够获得新的唯一性结果和一些偏微分方程的平衡点的特征,一个简单的数值方案,在一维以及分析的无效平衡。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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