... (Bousquet et al., 2008) and numerical solution for stochastic control problems is highly complicated even for linear SDEs. Stochastic Control6 44 Theorem. Let , ,x tyt ... and Control, 31, 2461 – 2485, ISSN 0165 -1889 Biagini, F.; Hu, Y.; Øksendal, B. & Sulem, A. (2002). A stochastic maximum principle for the processes driven by fractional Brownian motion. Stochastic ... E . (17) Stochastic Control6 50 Filatova, D.; Grzywaczewski, M. & Osmolovski, N. (2010). Optimal control problem with an integral equation as the control object. Nonlinear...