The convex envelope is the solution of a nonlinear obstacle problem
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Publication:3430174
DOI10.1090/S0002-9939-07-08887-9zbMath1190.35107OpenAlexW1531229952MaRDI 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
Optimal stochastic control (93E20) Degenerate elliptic equations (35J70) Convex functions and convex programs in convex geometry (52A41) Finite difference methods for boundary value problems involving PDEs (65N06)
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