The algorithm of the current control
for the nonlinear dynamic stochastic obJect
A method for synthesizing the locally-optimal (in the sense of probabilistic criterion of a general form) control for the nonlinear stochastic object has been proposed. This method allows to reduce sufficiently the required computational consumptions as compared with the well-known similar approaches requiring the solution of the tw0-point boundary problem for the system of differential equations with partial derivatives. The practical example illustrating the efficiency of use of the method developed in the real systems has been given.