Resumen de On one-dimensional stochastic control problems: applications to investmet models

Ricardo Josa Fombellida , Juan Pablo Rincón Zapatero

• The paper provides a systematic way for finding a partial differential equation that characterize directly the optimal control, in the framework of one dimensional stochastic control problems of Mayer, with no constraints on the controls. The results obtained are applied to some significative models in financial economics.