Abstract
The purpose of writing this paper is to demonstrate a short study to learn how the person to maximize his money by using an optimal control without loss. The purpose of the control is to maximize the expected payoff in the future . We have in this paper very valuable result .
 If we have found an optimal decision that will bring some positive inpute in future . We know that to maximize our money with out losing is actually very necessary part in our life.
 
 Suppose that the state of a system at time t is described by ito process
 of the form
 
 Markov control is assume that does not depend on the starting point , the value we choose at time only dependes on of the system at this time.
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