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control problem in which the state evolves according to the \\(d\\)-dimensional stochastic differential equation NEWLINE\\[NEWLINEx_{t}=x+\\int_{0}^{t}b(s,x_{s},u_{s})ds+\\int_{0}^{t}\\sigma(s,x_{s }) dB_{s}NEWLINE\\]NEWLINE is considered on some filtered probability space, where \\(b, \\sigma\\) are deterministic functions, \\((B_{t}; t\\geq 0)\\) is a \\(d\\)-dimensional Brownian motion, \\(x\\) is the initial state and \\(u_{t}\\) stands for the control variable. The expected cost on the time interval \\([0,1]\\) has the form NEWLINE\\[NEWLINEJ(u)=E\\int_{0}^{t}h(t,x_{t},u_{t}) dt+g(x_{1}).NEWLINE\\]NEWLINE The aim of control theory is to optimize this expected cost over the class \\(U\\) of admissible controls which are progressively measurable processes with values in a compact Polish space \\(A.\\) Without the Fillipov-type convexity condition an optimal control does not necessarily exist in \\(U.\\) The idea is then to introduce a new class of admissible controls in which the controller chooses at time \\(t\\) a probability measure \\(\\mu_{t}(da)\\) on the control set \\(A\\) rather than an element \\(u_{t}\\in A.\\) These controls are called relaxed controls. The goal of this paper is to show that each relaxed diffusion is a strong limit of a sequence of diffusions associated with ordinary controls, under any condition on the coefficients ensuring pathwise uniqueness of the controlled equations. As a sequence, it is proved that the value functions of both relaxed and original problems are equal. The relaxed control problem which is a generalization of the original problem is studied, where admissible controls are measure-valued processes. The only assumption imposed is the uniform ellipticity of the diffusion matrix which leads to the existence of a weak solution for the controlled equation associated with constant controls. The proof is inspired from the method used by the authors and \\textit{Y. Ouknine} [in: S\u00e9minaire de probabilit\u00e9s XXXII. Lect. 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