Abstract
This paper deals with the standard finite element approximation of a class of semilinear
elliptic systems of quasi-variational inequalities (QVIs) arising in stochastic control theory. Under a
realistic assumption on the nonlinearity and by means of the concept of subsolutions for linear systems
of QVIs, we derive sharp L∞ error estimate of the approximation.
elliptic systems of quasi-variational inequalities (QVIs) arising in stochastic control theory. Under a
realistic assumption on the nonlinearity and by means of the concept of subsolutions for linear systems
of QVIs, we derive sharp L∞ error estimate of the approximation.
| Original language | English |
|---|---|
| Journal | Journal of Nonlinear and Variational Analysis |
| Publication status | Published - 2021 |
Keywords
- Semilinear system; Quasi-variational inequalities; Subsolutions; Finite element; L∞ error estimate.
ASJC Scopus subject areas
- Mathematics(all)