2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/165426We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form of stochastic maximum principle.ProbabilityOptimization and ControlStochastic maximum principle for optimal control problem of backward systems with terminal condition in L1text