  In this survey we present the near-optimal stochastic control problem
according to some recent tools in the literature. In particular, we focus on
the approach of a discretization of the noise values instead of the canonical
time-discretization. This is the so called {\it skeleton} structure. This
allows to obtain an $\epsilon$-optimal control in non-Markovian systems (the
main Theorem). A simple example illustrates the technique. The importance of
the approach is emphasised in a final section on open problems related to more
geometrical framework and discontinuous noise.
