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