Abstract
AbstractThis 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.KeywordsSystem of quasi-variational inequalitiesFinite elementsSubsolutionDiscrete regularity L ∞-error estimate
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