%0 Journal Article
%T A COMPARISON THEOREM ON CONSTRAINED VISCOSITY SOLUTIONS OF HJB EQUATION<br>HJB方程受约束粘性解的一个比较定理
%A Wei Yin FEI
%A <br>费为银
%J 系统科学与数学
%D 2001
%I 
%X This paper gives a proof of a comparison theorem on the viscosity solution of HJB Equation.
%K Stochastic control
%K S
%K D
%K E
%K HJB equation
%K viscosity solution
%K comparison theorem<br>随机控制，随机微分方程，HJB方程，粘性解，比较定理
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=2448882F1E7FDBEE&yid=14E7EF987E4155E6&vid=659D3B06EBF534A7&iid=0B39A22176CE99FB&sid=FEF02B4635FE8227&eid=38685BC770C663F2&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=1&reference_num=6