A penalty scheme for monotone systems with interconnected obstacles: convergence and error estimates
We present a novel penalty approach for a class of quasi-variational inequalities (QVIs) involving monotone systems and interconnected obstacles. We show that for any given positive switching cost, the solutions of the penalized equations converge monotonically to those of the QVIs. We estimate the...
| Main Authors: | , |
|---|---|
| Formato: | Journal article |
| Publicado em: |
Society for Industrial and Applied Mathematics
2019
|