Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions should not anticipate the future values of their types. When interactions between players are of mean field kind, we relate Nash equilibria …