Algorithms of Structural- Parametric Synthesis of Optimal Control of Stochastic Dynamical Objects

A problem of synthesis of optimal control of stochastic dynamical objects is regarded. An algorithm for synthesis of optimal control of stochastic systems is developed; problems and methods of optimizationof processes in dynamical control systems are set forth systematically. The numerical example of synthesis of the optimal control law for a nonlinear stochastic dynamical object is considered.