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Journal articles
A double obstacle problem arising in differential game theory
Abstract : A Hamilton-Jacobi equation involving a double obstacle problem is investigated. The link between this equation and the notion of dual solutions---recently introduced in the framework of differential games with lack of information---is established. As an application we characterize the convex hull of a function in the simplex as the unique solution of some nonlinear obstacle problem.
Cited literature [8 references]
https://hal.archives-ouvertes.fr/hal-00289588
Contributor : Pierre Cardaliaguet <>
Submitted on : Monday, June 23, 2008 - 8:49:02 AM
Last modification on : Monday, October 5, 2020 - 11:32:02 AM
Long-term archiving on: : Friday, May 28, 2010 - 10:43:10 PM
Contributor : Pierre Cardaliaguet <>
Submitted on : Monday, June 23, 2008 - 8:49:02 AM
Last modification on : Monday, October 5, 2020 - 11:32:02 AM
Long-term archiving on: : Friday, May 28, 2010 - 10:43:10 PM
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DualSolutions.pdf
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