Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
From MaRDI portal
Publication:4994999
DOI10.1137/20M1321462zbMath1470.91029arXiv2002.08786OpenAlexW3174737808MaRDI QIDQ4994999
Beatrice Acciaio, Julio Backhoff-Veraguas, Junchao Jia
Publication date: 22 June 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.08786
Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Mean field games (aspects of game theory) (91A16) Potential and congestion games (91A14) Equilibrium refinements (91A11)
Related Items (3)
Closed-loop convergence for mean field games with common noise ⋮ Dynamic Cournot-Nash equilibrium: the non-potential case ⋮ Computational methods for adapted optimal transport
Cites Work
- Unnamed Item
- Unnamed Item
- Computational Optimal Transport: With Applications to Data Science
- Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case
- On the convergence of finite state mean-field games through \(\Gamma\)-convergence
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- Computation of Cournot-Nash equilibria by entropic regularization
- A general characterization of the mean field limit for stochastic differential games
- Adapted Wasserstein distances and stability in mathematical finance
- Mean field games. I: The stationary case
- Discrete time, finite state space mean field games
- Mean field games
- On a theorem of Schmeidler
- Two numerical approaches to stationary mean-field games
- Explicit solutions of some linear-quadratic mean field games
- Probabilistic approach to finite state mean field games
- Convergence to the mean field game limit: a case study
- Mean field games and applications: numerical aspects
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Optimal Transport and Cournot-Nash Equilibria
- Multistage Stochastic Optimization
- A Distance For Multistage Stochastic Optimization Models
- From Nash to Cournot–Nash equilibria via the Monge–Kantorovich problem
- Socio-economic applications of finite state mean field games
- Mean field games models of segregation
- Version-Independence and Nested Distributions in Multistage Stochastic Optimization
- Existence of an Optimal Markovian Filter for the Control under Partial Observations
- The Master Equation and the Convergence Problem in Mean Field Games
- Causal Transport in Discrete Time and Applications
- Causal transport plans and their Monge–Kantorovich problems
- On stochastic relaxed control for partially observed diffusions
- Price of anarchy for Mean Field Games
- Terminal Ranking Games
- Rare Nash Equilibria and the Price of Anarchy in Large Static Games
- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Probabilistic Theory of Mean Field Games with Applications I
- Mean Field Games: Numerical Methods
- The Theory of Max-Min, with Applications
This page was built for publication: Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting