A note on Cournot-Nash equilibria and Optimal Transport between unequal dimensions
Luca Nenna, Brendan Pass

TL;DR
This paper explores Cournot-Nash equilibria in games with a continuum of players using optimal transport theory, especially focusing on transport between unequal dimensions, supported by numerical simulations.
Contribution
It introduces a framework connecting Cournot-Nash equilibria with optimal transport between unequal dimensions, providing new insights and computational approaches.
Findings
Establishes a link between equilibria and optimal transport in unequal dimensions
Develops numerical methods for the proposed models
Provides simulations demonstrating the theoretical results
Abstract
This note is devoted to study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by minimisation of some cost related to Optimal Transport. In particular we focus on the case of an Optimal Transport term between unequal dimension. We also present several numerical simulations.
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Taxonomy
TopicsEconomic theories and models · Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods
