In this paper, we use the sohltions of forwrd-d-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open loop Nash cquilibrium point for nonzero sum differ cntial games problem. Wc also discuss the solwbility of the gencralizcd Riccati equation system and give the lincar-fccdback regmdator for the optimal control problem using the solution of this kind of Riccati equation system.