\(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators (Q1827158): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Messaoud Boulbrachene / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Viorel Arnăutu / rank | |||
Normal rank |
Revision as of 11:57, 16 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators |
scientific article |
Statements
\(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators (English)
0 references
6 August 2004
0 references
The considered system plays a fundamental role in solving Hamilton-Jacobi-Bellman equations of stochastic control problems. The coercive case was investigated by \textit{M. Boulbrachene} and \textit{M. Haiour} [ibid. 41, 993--1007 (2001; Zbl 0988.65092)]. The results are extended now to the noncoercive case. The finite element method is used and the corresponding \(L^{\infty}\)-error is obtained. The approach is different to the one for the coercive case. It is based to the \(L^{\infty}\)-stability of the solution with respect to the right-hand side and its characterization as the least upper bound of the set of subsolutions.
0 references
quasi-variational inequalities
0 references
finite element method
0 references
subsolutions
0 references
Hamilton-Jacobi-Bellman equations
0 references
stochastic control problems
0 references
\(L^{\infty}\)-stability
0 references
\(L^{\infty}\)-error estimate
0 references