ISSN:
0945-3245
Keywords:
AMS(MOS): 65N20, 65N10
;
CR: G1.8
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary In this paper, discrete analogues of variational inequalities (V.I.) and quasi-variational inequalities (Q.V.I.), encountered in stochastic control and mathematical physics, are discussed. It is shown that those discrete V.I.'s and Q.V.I.'s can be written in the fixed point formx=Tx such that eitherT or some power ofT is a contraction. This leads to globally convergent iterative methods for the solution of discrete V.I.'s and Q.V.I.'s, which are very suitable for implementation on parallel computers with single-instruction, multiple-data architecture, particularly on massively parallel processors (M.P.P.'s).
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01400174
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