On the finite element approximation of quasi-variational inequalities related to ergodic control problems.

Project: Internal Grants (IG)

Project Details

Description

Impulse control problems for reflected diffusion process may be solved by considering the solution of quasi-variational inequalities (QVIs) with Neumann boundary conditions. In this project, we are interested in the finite element approximation in the maximum norm of such QVIs, where the ?discount factor? the zero order term of the associated elliptic is set to zero.
StatusFinished
Effective start/end date1/1/1912/31/20

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