Nash Equilibria, Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization

This folder contains the source code for the implementation and all the experiments in the paper.

Dependencies

To use the code, use python 3.12 and install Gurobi 9.5 and the following packages in python as follows

conda install -c conda-forge numpy
conda install -c conda-forge scipy
conda install -c conda-forge pandas
conda install -c conda-forge matplotlib
conda install -c gurobi gurobi

Reference

S. Shafieezadeh-Abadeh, L. Aolaritei, F. Dörfler, D. Kuhn. Nash Equilibria, Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization. arXiv preprint arXiv:2303.03900 (2023).