It is well known that the implicit resolvent equations are equivalent to the quasivariational inclusions. We use this alternative equivalent formulation to study the sensitivity of the quasi-variational inclusions without assuming the differentiability of the given data. Since the quasivariational inclusions include classical variational inequalities, quasi (mixed) variational inequalities, and...

In this paper, we use the auxiliary principle technique in conjunction with the Bregman function to suggest and analyze a three-step predictor-corrector method for solving mixed quasi variational-like inequalities. We also study the convergence criteria of this new method under some mild conditions. As special cases, we obtain various new and known methods for solving variational inequalities a...

Our study is dedicated to the probabilistic representation and numerical approximation of solutions of coupled systems of variational inequalities. We interpret the unique viscosity solution of a coupled system of variational inequalities as the solution of a one-dimensional constrained BSDE with jumps. This new representation allows for the introduction of a natural probabilistic numerical sch...

In this paper we evaluate the variation in L 1-norm between u i h (T; x) ; i = 1; :::; J the discrete solution calculated at the moment T and u i 1 ; the asymptotic continuous solution of the system of parabolic quasi-variational inequalities with noncoercive operators. The proof uses an algorithmic approach and the system of elliptic quasi-variational inequalities results.