Bakan, Hacer ÖzBakan, Hacer OzYilmaz, FikriyeWeber, Gerhard-WilhelmMathematics2024-07-052024-07-05201890377-04271879-177810.1016/j.cam.2017.10.0112-s2.0-85032482891https://doi.org/10.1016/j.cam.2017.10.011https://hdl.handle.net/20.500.14411/2687Yılmaz, Fikriye/0000-0003-0002-9201; OZ BAKAN, HACER/0000-0001-8090-5552; Weber, Gerhard-Wilhelm/0000-0003-0849-7771In this work, we obtain strong order-1 conditions with minimal truncation error constants of Runge-Kutta method for the optimal control of stochastic differential equations (SDEs). We match Stratonovich-Taylor expansion of the exact solution with Stratonovich-Taylor expansion of our approximation method that is defined by the Runge-Kutta scheme, term by term, in order to get the strong order-1 conditions. By a conclusion and an outlook to future research, the paper ends. (C) 2017 Elsevier B.V. All rights reserved.eninfo:eu-repo/semantics/openAccessOptimal controlRunge-Kutta methodStochastic differential equationStratonovich-Taylor expansionNumerical solutionMinimal truncation errorArticleQ1331196207WOS:000417008000015