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The authors considered the following problems. For an admissible control \\(u_t\\) and its response \\(x^u_t\\), the running cost is given by \\(J_T(u)=\\int^T_0 c(x^u_t,u_t)dt\\). For a given nonnegative nonincreasing function \\(g\\) with \\(\\lim_{T\\to\\infty} g(T)=0\\), \\(u^*\\) is called a \\(g\\)-optimal a.s. whenever \\(\\lim_{T\\to\\infty} g(T)(J_T(u*)- J_T(u))^+ =0\\), a.s. holds, for any admissible control \\(u\\). 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