  We consider a control problem where the system is driven by a decoupled as
well as a coupled forward-backward stochastic differential equation. We prove
the existence of an optimal control in the class of relaxed controls, which are
measure-valued processes, generalizing the usual strict controls. The proof is
based on some tightness properties and weak convergence on the space D of
c\`adl\`ag functions, endowed with the Jakubowsky S-topology. Moreover, under
some convexity assumptions, we show that the relaxed optimal control is
realized by a strict control.
