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  Volume 3, Issue 2, Article 30
 
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems

    Authors: Messaoud Boulbrachene, M. Haiour, B. Chentouf,  
    Keywords: Quasi-variational inequalities, Contraction, Fixed point finite element, Error estimate.  
    Date Received: 29/10/01  
    Date Accepted: 11/02/02  
    Subject Codes:

49J40,65N30,65N15

 
    Editors: Ram U. Verma,  
 
    Abstract:

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^{infty}.$

         
       
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