The convex envelope is the solution of a nonlinear obstacle problem
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Publication:3430174
DOI10.1090/S0002-9939-07-08887-9zbMath1190.35107MaRDI QIDQ3430174
Publication date: 21 March 2007
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-07-08887-9
93E20: Optimal stochastic control
35J70: Degenerate elliptic equations
52A41: Convex functions and convex programs in convex geometry
65N06: Finite difference methods for boundary value problems involving PDEs
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