\(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators (Q1827158)
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English | \(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators |
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\(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators (English)
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6 August 2004
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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.
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quasi-variational inequalities
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finite element method
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subsolutions
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Hamilton-Jacobi-Bellman equations
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stochastic control problems
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\(L^{\infty}\)-stability
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\(L^{\infty}\)-error estimate
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