On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems

摘要

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