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

M. Boulbrachene, H. Sissaoui

Research output: Contribution to journalArticlepeer-review

3 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 languageEnglish
Pages (from-to)137-141
Number of pages5
JournalComputers and Mathematics with Applications
Volume31
Issue number4-5
DOIs
Publication statusPublished - 1996
Externally publishedYes

Keywords

  • Ergodic control
  • Finite element
  • Subsolution
  • Variational inequalities

ASJC Scopus subject areas

  • Modelling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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