The DTLS protocol is used by Microsoft Windows Remote Desktop Gateway (RDG) to establish a secure channel between the RDG client and RDG server (described in detail in [MS_TSGU].pdf).  The RDG client initiates the DTLS connection by sending a ClientHello to the RDG Server.  The RDG server then responds with a DTLS Hello Verify Request that contains a cookie; this is used as a denial of service countermeasure.