PIMS/AMI Seminar: Luca Nenna
Topic
Computation of Cournot-Nash equilibrium by entropic regularization
Speakers
Details
In this talk we consider a class of games with continuum of players where equilibrium can be obtained by the minimization of a certain functional related to optimal transport. 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.
Additional Information
Time: 3:00pm
Location: CAB 657
Web page: http://www.math.ualberta.ca/~xinweiyu/AMI_Current.html
Luca Nenna, (Université Paris-Dauphine)
This is a Past Event
Event Type
Scientific, Seminar
Date
July 21, 2017
Time
-
Location