A double obstacle problem arising in differential game theory
نویسنده
چکیده
A Hamilton-Jacobi equation involving a double obstacle problem is investigated. The link between this equation and the notion of dual solutions—introduced in [1, 2, 3] 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.
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تاریخ انتشار 2008