A COMPARISON THEOREM ON CONSTRAINED VISCOSITY SOLUTIONS OF HJB EQUATION
HJB方程受约束粘性解的一个比较定理

Keywords: Stochastic control,S,D,E,HJB equation,viscosity solution,comparison theorem
随机控制，随机微分方程，HJB方程，粘性解，比较定理

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Abstract:

This paper gives a proof of a comparison theorem on the viscosity solution of HJB Equation.

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