If the values of the a-variables are that simple, this should work:
data want;
set test;
length compare1-compare3 $ 3;
array a_vars[3] a1-a3;
array cmp[3] compare1-compare3;
cmp_string = catx('|', of b1-b3);
do i = 1 to dim(a_vars);
if findw(cmp_string, a_vars[i], '|', 't') > 0 then do;
cmp_string = tranwrd(cmp_string, a_vars[i], ' ');
cmp[i] = 'yes';
end;
else do;
cmp[i] = 'no';
end;
end;
drop cmp_string i;
run;
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