Josa-Fombellida, RicardoRincón-Zapatero, Juan Pablo2012-10-052012-10-052010-10Journal of optimization theory and applications, vol. 147, n. 1, p. 1-26, oct. 20100022-3239https://hdl.handle.net/10016/15577The original publication is available at www.springerlink.comThe paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of onedimensional stochastic control problems of Mayer type, with no constraints on the controls. The results obtained are applied to continuous-time portfolio problems.application/pdfeng© SpringerDynamic programmingStochastic controlQuasilinear parabolic equationInvestment problemsresearch articleEconomía10.1007/s10957-010-9712-3open access1126Journal of optimization theory and applications147