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

Abstract

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 (i) the passage from Nash to Cournot - Nash equilibria as the number of players tends to infinity and (ii) the analysis of Cournot - Nash equilibria.