AIX has /etc/rc.d/init.d directory where you should put all your start/stop script, then add links to them in the correct runlevel e.g. rc2.d for 2 etc...but AIX uses alot /etc/inittab also which is not the case of HP-UX (and SOLARIS <10)
All scripts are in /sbin/init.d then your should link them to the corresponding level your case should be 3 ( I use 4 and corrrected init default value in order to, when trouble bring down one level:3 which is how the system was delivered: works? then something we added is faulty...) but you can like me customise and use level 4...

There is a template file you can use (in /sbin/init.d/ ; cp template rc.myDB) , do a man rc

Arguments passed by init will be at startup (boot) : "start", at shutdown, "stop"

This documentation explains all:
http://docs.hp.com/en/934/startup.pdf