On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems

DOI10.1080/23311835.2016.1251386zbMath1426.65161OpenAlexW2535536860MaRDI QIDQ4966837

Salah Mahmoud Boulaaras, Mohamed Haiour, Mohamed El Amine Bencheikh Le Hocine

Publication date: 27 June 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2016.1251386

zbMATH Keywords

Hamilton-Jacobi-Bellman equationasymptotic behaviorfinite element methodsparabolic quasi-variational inequalitiessubsolutions methodorthogonal polynomials and special functions\(L^\infty\)-asymptotic behavior

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Related Items (2)

L ∞−ASYMPTOTIC BEHAVIOR OF A FINITE ELEMENT METHOD FOR A SYSTEM OF PARABOLIC QUASI-VARIATIONAL INEQUALITIES WITH NONLINEAR SOURCE TERMS ⋮ Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization

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