Do lots of transitions. For example; walk a few feet, sit back and say "whoa". Then again, and again. After he gets it at the walk, do the same at the trot. Trot a few feet, sit back and say, "whoa". That way when you're riding he will anticipate you stopping.
Are you sure you're being clear that you want him to stop? or are you just sitting there and saying, "please will you stop now, oh okay, you don't want to stop, it's okay you can keep going, i'll ask again later".
Stop means stop, and he needs to understand that. So only let him take "one stupid step" and if he doesn't want to stop then you make him work until he does want to stop. He's taking advantage of you.
Once you work on alot of transitions, and if he still doesn't want to stop then next time you ask him to stop, and he doesn't want to, make him work. Once you ask him to stop, make him stop, but only for a second then get him going into a working trot or lope. He will understand that it's easier to stop than to ignore your ques.