  In this manuscript, we study optimal control problems for stochastic delay
differential equations using the dynamic programming approach in Hilbert spaces
via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We
show how to use the partial $C^{1,\alpha}$-regularity of the value function
established in \cite{defeo_federico_swiech} to obtain optimal feedback
controls. The main result of the paper is a verification theorem which provides
a sufficient condition for optimality using the value function. We then discuss
its applicability to the construction of optimal feedback controls. We provide
an application to stochastic optimal advertising problems.
