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High order variational numerical schemes with application to Nash -MFG vaccination games

hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorLaguzet, Laetitia
HAL ID: 10765		*
dc.date.accessioned2018-01-12T13:36:47Z
dc.date.available2018-01-12T13:36:47Z
dc.date.issued2018
dc.identifier.issn0035-5038
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17303
dc.language.isoenen
dc.subjectVariational scheme
dc.subjectMean Field Games
dc.subjectNash equilibrium
dc.subjectVaccination games
dc.subjectSIR model
dc.subject.ddc515en
dc.titleHigh order variational numerical schemes with application to Nash -MFG vaccination games
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis paper introduces high-order explicit Runge-Kutta numerical schemes in metric spaces. We show that our approach reduces to corresponding Runge-Kutta schemes if the ambient space is Hilbert. We apply these schemes to compute the Nash equilibrium in a Mean Field vaccination Game. Numerical simulations show improvement in the speed of convergence towards the Nash equilibrium; the numerical scheme has high order (two to four) in time.
dc.relation.isversionofjnlnameRicerche di Matematica
dc.relation.isversionofjnlvol67
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2018
dc.relation.isversionofjnlpages247-269
dc.relation.isversionofdoi10.1007/s11587-018-0366-z
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01404619
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelAnalyseen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2018-07-20T14:29:01Z
hal.author.functionaut


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