The continuity of the value function and the HJB equation value function satisfies are discussed.

讨论约束条件的描述,最优投资问题值函数的连续性,以及值函数所满足的HJB方程.

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By using stochastic optimal control theory, the Hamilton _ Jacobi _ Bellman ( HJB ) equation for target function was gotten.

根据随机最优控制理论, 导出了目标函数满足的Hamilton_Jacobi_Bellman ( HJB ) 方程.

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First the associated Hamilton - Jacobi - Bellman ( HJB ) equation is given, then its continuously differentiable solution is constructed.

首先给出了最优控制问题对应的Hamilton_Jacobi_ Bellman 方程, 接着构造出了它的连续可微解.

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