This paper gives a proof of a comparison theorem 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。

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Optimal strategies are obtained with an abstract form in general cases via HJB equation which is derived from dynamic programming principle and stochastic analysis.

给出了财富预算方程，运用动态规划原理及随机分析导出该问题的HJB方程，并由此得到一般情形下抽象形式的解。

youdao

Optimal strategies are obtained with an abstract form in general cases via HJB equation which is derived from dynamic programming principle and stochastic analysis.

给出了财富预算方程，运用动态规划原理及随机分析导出该问题的HJB方程，并由此得到一般情形下抽象形式的解。

youdao