Summary: Optimal control theory for Itô’s type stochastic differential equations is very closely related to two-point boundary value problems for stochastic differential equations which are called forward-backward stochastic differential equations (FBSDEs, for short). Existence of optimal controls gives the solvability of certain FBSDEs. On the other hand, some ideas of FBSDE theory can help to construct optimal controls, whenever they exist. Some special cases will be discussed to illustrate the above-mentioned ideas.