Algorithms for Quasi-Variational Inequalities in Infinite-Dimensional Spaces
Project management at the University of Würzburg:
This project aims at the development and analysis of numerical algorithms for certain classes of quasi-variational inequalities. Such problems arise, for instance, from generalized Nash equilibria in multi-player optimal control problems, or from value functions in stochastic control problems.
The project pursues two principal approaches:
(a) Transfer of solution methods from finite to infinite dimensions;
(b) Development of specialized approaches which exploit the specific structure of certain quasi-variational problems.
All methods are analyzed from a theoretical perspective and tested extensively on suitable application examples.
Projekt period: from 12.2016 to 11.2019