Before revision:  To illustrate its use in financial optimisation problems, we analyse  dynamic portfolio optimisation problems under DSR, providing verification theorems for the optimal (equilibrium) strategies and the corresponding value functions in terms of associated (extended) HJB equations.
After revision:  To illustrate its use in financial optimisation problems, we analyse a dynamic portfolio optimisation problems under DSR, providing verification theorems for the optimal (equilibrium) strategies and the corresponding value functions in terms of associated (extended) HJB equations.