, Assume that f is ? monotone from L 2 (T d ) into itself for some ? > 0 and that ? < 2?
This result is once again a direct application of theorem 4.1.2. Let us remark that although the Hamilton-Jacobi-Bellmann equation in (4.10) is a quasi-variational inequality, the equation we have to solve at each iteration in (4.12) to update the lagrange multiplier u n is a variational inequality ,
,
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