In this article, we defend the argu

In this article, we defend the argument that exploring techniques and applications in the field of stochastic optimal control theory is vital for the advancement of applied science. Although solid steps have been taken, in the last few years, to consolidate the theory of stochastic controls and to make this an adequate tool to address many important problems in multiple fields of knowledge, further work is still necessary to accomplish new insights and to unveil new results in an area of extreme complexity, where the search for efficient paths is many times hampered by the high degree of underlying uncertainty.