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We prove a general existence result in stochastic optimal control in discrete time, where controls, taking values in conditional metric spaces, depend on the current information and past decisions. The general form of the problem lies beyond the scope of standard techniques in stochastic control theory, the main novelty is a formalization in conditional metric space and the use of conditional analysis. We illustrate the existence result by several examples such as wealth-dependent utilitydoi:10.1007/s10957-020-01711-z fatcat:k5gbvtc4cvg4xohr6qly5u6rpe