... oscillation of someobject on half-line. The controlling cost at each step is unbounded and is definedby conditional expectation of the cost caused by the number of jumps and of theintegral of the ... 976–987.Vietnam Journal of Mathematics 33:4 (2005) 409–419The Model of Stochastic Controland ApplicationsNguyen Hong Hai and Dang Thanh HaiInstitute of Infor. Tech., Ministry of National Defence34A ... with result 1. of Lemma 4.3, by the law of strongly large numbers,with probability 1, we havelimn→∞x∗n= A>aEξEξ2+12− Eη,hence, there exists a positive interger number N such...