  In this article, the notion of viscosity solution is introduced for the
path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with the
optimal control problems for path-dependent stochastic differential equations.
We identify the value functional of the optimal control problems as unique
viscosity solution to the associated PHJB equations. Applications to backward
stochastic Hamilton-Jacobi-Bellman equations are also given.
