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

In this paper, an optimal error estimate for system of parabolic quasi-variational inequalities related to stochastic control problems is studied. Existence and uniqueness of the solution is provided by the introduction of a constructive algorithm. An optimally $ L^{\infty } $-asymptotic behavior in...

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Main Authors:	Mohamed Amine Bencheikh Le Hocine, Salah Boulaaras, Mohamed Haiour
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2016-12-01
Series:	Cogent Mathematics
Subjects:	parabolic quasi-variational inequalities Hamilton–Jacobi–Bellman equation finite element methods subsolutions method $ L^{\infty } $-asymptotic behavior asymptotic behavior orthogonal polynomials and special functions
Online Access:	http://dx.doi.org/10.1080/23311835.2016.1251386

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spelling	doaj-d7abb66e0d7f486f9047107c2dd0a3cd2020-11-25T01:11:58ZengTaylor & Francis GroupCogent Mathematics2331-18352016-12-013110.1080/23311835.2016.12513861251386On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problemsMohamed Amine Bencheikh Le Hocine0Salah Boulaaras1Mohamed Haiour2Tamanghesset University CenterAl-Ras, Qassim UniversityBadji Mokhtar UniversityIn this paper, an optimal error estimate for system of parabolic quasi-variational inequalities related to stochastic control problems is studied. Existence and uniqueness of the solution is provided by the introduction of a constructive algorithm. An optimally $ L^{\infty } $-asymptotic behavior in maximum norm is proved using the semi-implicit time scheme combined with the finite element spatial approximation. The approach is based on the concept of subsolution and discrete regularity.http://dx.doi.org/10.1080/23311835.2016.1251386parabolic quasi-variational inequalitiesHamilton–Jacobi–Bellman equationfinite element methodssubsolutions method$ L^{\infty } $-asymptotic behaviorasymptotic behaviororthogonal polynomials and special functions
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Mohamed Amine Bencheikh Le Hocine Salah Boulaaras Mohamed Haiour
spellingShingle	Mohamed Amine Bencheikh Le Hocine Salah Boulaaras Mohamed Haiour On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems Cogent Mathematics parabolic quasi-variational inequalities Hamilton–Jacobi–Bellman equation finite element methods subsolutions method $ L^{\infty } $-asymptotic behavior asymptotic behavior orthogonal polynomials and special functions
author_facet	Mohamed Amine Bencheikh Le Hocine Salah Boulaaras Mohamed Haiour
author_sort	Mohamed Amine Bencheikh Le Hocine
title	On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
title_short	On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
title_full	On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
title_fullStr	On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
title_full_unstemmed	On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
title_sort	on finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
publisher	Taylor & Francis Group
series	Cogent Mathematics
issn	2331-1835
publishDate	2016-12-01
description	In this paper, an optimal error estimate for system of parabolic quasi-variational inequalities related to stochastic control problems is studied. Existence and uniqueness of the solution is provided by the introduction of a constructive algorithm. An optimally $ L^{\infty } $-asymptotic behavior in maximum norm is proved using the semi-implicit time scheme combined with the finite element spatial approximation. The approach is based on the concept of subsolution and discrete regularity.
topic	parabolic quasi-variational inequalities Hamilton–Jacobi–Bellman equation finite element methods subsolutions method $ L^{\infty } $-asymptotic behavior asymptotic behavior orthogonal polynomials and special functions
url	http://dx.doi.org/10.1080/23311835.2016.1251386
work_keys_str_mv	AT mohamedaminebencheikhlehocine onfiniteelementapproximationofsystemofparabolicquasivariationalinequalitiesrelatedtostochasticcontrolproblems AT salahboulaaras onfiniteelementapproximationofsystemofparabolicquasivariationalinequalitiesrelatedtostochasticcontrolproblems AT mohamedhaiour onfiniteelementapproximationofsystemofparabolicquasivariationalinequalitiesrelatedtostochasticcontrolproblems
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On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems

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