Abstract
This paper deals with the standard finite element approximation of a noncoercive system of quasi-variational inequalities (QVIs) arising in stochastic control problems. We improve a result obtained in Boulbrachene (Comput. Math. Appl. 45, 983–989, 2003) and establish the optimal L ∞ convergence order making use of the concepts of subsolutions and discrete regularity.
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Boulbrachene, M. (2014). Optimal L ∞-Error Estimate for a System of Elliptic Quasi-Variational Inequalities with Noncoercive Operators. In: Ansari, A. (eds) Advances in Applied Mathematics. Springer Proceedings in Mathematics & Statistics, vol 87. Springer, Cham. https://doi.org/10.1007/978-3-319-06923-4_8
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DOI: https://doi.org/10.1007/978-3-319-06923-4_8
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