Geodesic
Necessary optimality conditions for the one class stochastic optimal control problems
Trudy Instituta matematiki, Tome 26 (2018) no. 1, pp. 79-87

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The optimal control problem in stochastic systems with distributed parameters of Goursat-Darboux type is considered. A stochastic analogue of the Pontryagin maximum principle is obtained and singular controls are investigated. 
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     title = {Necessary optimality conditions for the one class stochastic optimal control problems},
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K. B. Mansimov; R. O. Mastaliyev. Necessary optimality conditions for the one class stochastic optimal control problems. Trudy Instituta matematiki, Tome 26 (2018) no. 1, pp. 79-87. http://geodesic.mathdoc.fr/item/TIMB_2018_26_1_a10/