On Hamilton-Jacobi-Bellman equations with convex gradient constraints

Ryan Hynd, Henok Mawi

We study PDE of the form $\max \{F(D^{2}u,x)-f(x),H(Du)\}=0$ where $F$ is uniformly elliptic and convex in its first argument, $H$ is convex, $f$ is a given function and $u$ is the u…