Charkaz A. AghayevaAghayeva, C.A.2025-10-06201097899552859772-s2.0-84905496283https://www.scopus.com/inward/record.uri?eid=2-s2.0-84905496283&partnerID=40&md5=6a6f28a85692da586fb13bb66460ce6ahttps://gcris.yasar.edu.tr/handle/123456789/10296A control problem for dynamical processes described by stochastic differential equations with variable delay equations is investigated in this paper. The goal of this paper to give the necessary condition of optimality for nonlinear stochastic control problem for singular controls. The second order necessary condition of optimality for the stochastic system with uncontrolled diffusion coefficient is obtained. © Izmir University of Economics Turkey 2010. © 2014 Elsevier B.V. All rights reserved.Englishinfo:eu-repo/semantics/closedAccessAdjoint Stochastic Differential Equations, Maximum Principle, Singular Controls, Stochastic Control Problem, Stochastic Differential Equations With Variable Delay, Differential Equations, Diffusion, Maximum Principle, Optimization, Control Problems, Dynamical Process, Optimality, Second Orders, Singular Control, Stochastic Control, Stochastic Differential Equations, Variable Delays, Stochastic Control SystemsDifferential equations, Diffusion, Maximum principle, Optimization, Control problems, Dynamical process, Optimality, Second orders, Singular control, Stochastic control, Stochastic differential equations, Variable delays, Stochastic control systemsStochastic Differential Equations with Variable DelayAdjoint Stochastic Differential EquationsMaximum PrincipleSingular ControlsStochastic Control ProblemConference Object