A COMPARISON THEOREM ON CONSTRAINED VISCOSITY SOLUTIONS OF HJB EQUATION

Wei Yin FEI;Rang Quan WU

Journal of Systems Science and Mathematical Sciences ›› 2001, Vol. 21 ›› Issue (2) : 198-203.

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PDF(228 KB)
Journal of Systems Science and Mathematical Sciences ›› 2001, Vol. 21 ›› Issue (2) : 198-203. DOI: 10.12341/jssms09710
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A COMPARISON THEOREM ON CONSTRAINED VISCOSITY SOLUTIONS OF HJB EQUATION

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