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Article Dans Une Revue Journal of Mathematical Analysis and Applications Année : 2009

A double obstacle problem arising in differential game theory

Résumé

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.
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Dates et versions

hal-00289588 , version 1 (23-06-2008)

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Pierre Cardaliaguet. A double obstacle problem arising in differential game theory. Journal of Mathematical Analysis and Applications, 2009, 360 (1), pp.95-107. ⟨10.1016/j.jmaa.2009.06.041⟩. ⟨hal-00289588⟩
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