On the Stability of Receding Horizon Control for Continuous-Time   Stochastic Systems
  We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment strategy to repay a debt. 
Fajin Wei, Andrea Lecchini-Visintini
math.OC cs.SY