On a Noncoercive System of Quasi-variational Inequalities Related to Stochastic Control Problems
نویسنده
چکیده
This paper deals with a system of quasi-variational inequalities with noncoercive operators. We prove the existence of a unique weak solution using a lower and upper solutions approach. Furthermore, by means of a Banach’s fixed point approach, we also prove that the standard finite element approximation applied to this system is quasi-optimally accurate in L∞.
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