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。

youdao

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。

youdao