We study a stochastic control problem in which the state process is described by a stochastic differential equation (SDE) that is driven by a Brownian motion and a Poisson random measure, and is a. ne in both the state and the control. The performance functional is quadratic in the state and the control. All the coefficients are allowed to be random and non-Markovian. Moreover, we may allow the control to be predictable to a given subfiltration of the filtration of the Brownian motion and the random measure (partial information control).