Games for eigenvalues of the Hessian and concave/convex envelopes (Q2317076)

Let us consider the boundary value problem \(\lambda_j(D^2u)=0\), in \(\Omega\subset \mathbb{R}^N\), with \(u=g\), on \(\partial\Omega\). Here \(\lambda_1(D^2u)\leq\dots\leq\lambda_N(D^2u)\) are the ordered eigenvalues of the Hessian \(D^2u\). If boundary of \(\Omega\) is smooth, \textit{F. R. Harvey} and \textit{H. B. Lawson jun.} [Commun. Pure Appl. Math. 62, No. 3, 396--443 (2009; Zbl 1173.35062)] proved the existence, uniqueness and a comparison principle for this equation. The authors of the paper under review give necessary and sufficient conditions on the domain \(\Omega\) so that the problem has a continuous solution for every continuous datum \(g\). The proof is based on a geometric interpretation of the viscosity solutions to the problem in terms of convex/concave envelopes over affine spaces of dimension \(j\). Moreover, a two-player zero-sum game whose values approximate solutions to this problem is introduced. It is proved that this game has a value and the value verifies the dynamic programming principle.