Abstruct: If the Dynamic Programming Equation associated to a stochastic control problem has a smooth solution, then the original optimization problem can be solved through a verification argument. In general, a weaker notion of viscosity solution is used, in close relation to the so called Dynamic Programming Principle. Perron's method and some possible recent modifications provide an alternative way to approach such dynamic programming arguments, if the Hamilton-Jacobi-Bellman -(Isaacs) equation does not have a smooth solution. The approach is particularly useful for zero-sum games, which present additional challenges, both at the modeling and the analytic level.