This paper gives a proof of a comparisontheorem on the viscosity solution of HJB Equation.
证明了与随机控制问题有关的动态规划方程粘性解的比较定理。
2
The non confluent property, comparisontheorem and strong comparisontheorem of strong solutions are proved.
在相当弱的条件下,当扩散系数非退化时,证明了方程强解的不合流性。
3
By using the method of multiple scales and the comparisontheorem, the asymptotic behavior of solution for the initial boundary value problem is studied.