PIMS/AMI Seminar: Luca Nenna

  • Date: 07/21/2017
Lecturer(s):
Luca Nenna, (Université Paris-Dauphine)
Location: 

University of Alberta

Topic: 

Computation of Cournot-Nash equilibrium by entropic regularization

Description: 

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.

Organizers:

Other Information: 

Time: 3:00pm

Location: CAB 657

Web page: http://www.math.ualberta.ca/~xinweiyu/AMI_Current.html