The convex envelope is the solution of a nonlinear obstacle problem
By Adam M. Oberman. 2007
100 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/36cec4c617aab73de9fc8cc136538dde585cd3be
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
In Management Science and Operations Research
Citations in the corpus
- Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian (2008, methodology): “(i) Convex functions satisfy λ− ≥ 0, and concave functions satisfy λ+ ≤ 0 in the viscosity sense [17].”