@techreport{eprints3147, author = {Giorgio Gnecco and Marcello Sanguineti}, note = {In preparation}, type = {Working Paper}, institution = {IMT Institute for Advanced Studies Lucca}, year = {2016}, title = {On the approximation of the optimal control functions in stochastic optimal control problems}, url = {http://eprints.imtlucca.it/3147/} }