The finite element approximation of variational inequalities related to ergodic control problems

M. Boulbrachene; H. Sissaoui

doi:10.1016/0898-1221(95)00225-1

The finite element approximation of variational inequalities related to ergodic control problems

M. Boulbrachene, H. Sissaoui

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

In this paper, we study the numerical approximation of variational inequalities (VI) where the "discount factor" (i.e., the zero order term) is set to 0. Optimal error estimates are proved in the L^∞-norm using the concept of subsolutions. Copyright

Original language	English
Pages (from-to)	137-141
Number of pages	5
Journal	Computers and Mathematics with Applications
Volume	31
Issue number	4-5
DOIs	https://doi.org/10.1016/0898-1221(95)00225-1
Publication status	Published - 1996
Externally published	Yes

Keywords

Ergodic control
Finite element
Subsolution
Variational inequalities

ASJC Scopus subject areas

Modelling and Simulation
Computational Theory and Mathematics
Computational Mathematics

Access to Document

10.1016/0898-1221(95)00225-1

Cite this

@article{b0e0429510f4407f9357a30cfd73b8c2,

title = "The finite element approximation of variational inequalities related to ergodic control problems",

abstract = "In this paper, we study the numerical approximation of variational inequalities (VI) where the {"}discount factor{"} (i.e., the zero order term) is set to 0. Optimal error estimates are proved in the L∞-norm using the concept of subsolutions. Copyright",

keywords = "Ergodic control, Finite element, Subsolution, Variational inequalities",

author = "M. Boulbrachene and H. Sissaoui",

year = "1996",

doi = "10.1016/0898-1221(95)00225-1",

language = "English",

volume = "31",

pages = "137--141",

journal = "Computers and Mathematics with Applications",

issn = "0898-1221",

publisher = "Elsevier Limited",

number = "4-5",

}

TY - JOUR

T1 - The finite element approximation of variational inequalities related to ergodic control problems

AU - Boulbrachene, M.

AU - Sissaoui, H.

PY - 1996

Y1 - 1996

N2 - In this paper, we study the numerical approximation of variational inequalities (VI) where the "discount factor" (i.e., the zero order term) is set to 0. Optimal error estimates are proved in the L∞-norm using the concept of subsolutions. Copyright

AB - In this paper, we study the numerical approximation of variational inequalities (VI) where the "discount factor" (i.e., the zero order term) is set to 0. Optimal error estimates are proved in the L∞-norm using the concept of subsolutions. Copyright

KW - Ergodic control

KW - Finite element

KW - Subsolution

KW - Variational inequalities

UR - http://www.scopus.com/inward/record.url?scp=0038350056&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0038350056&partnerID=8YFLogxK

U2 - 10.1016/0898-1221(95)00225-1

DO - 10.1016/0898-1221(95)00225-1

M3 - Article

AN - SCOPUS:0038350056

SN - 0898-1221

VL - 31

SP - 137

EP - 141

JO - Computers and Mathematics with Applications

JF - Computers and Mathematics with Applications

IS - 4-5

ER -

The finite element approximation of variational inequalities related to ergodic control problems

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this