A.S. Mit-kin - Post-Graduate Student, Head of Sector, FSUE «RNIIRS», Rostov-on-Don. E-mail: elexx@yandex.ru
V.A. Pogorelov - Dr.Sc. (Eng.), Leading Research Scientist, FSUE « RNIIRS», Rostov-on-Don. E-mail: Vadim.Pogorelov.rnd@gmail.com

The problem of the optimal control for the nonlinear stochastic system is solved on the basic of the use of the informational criteria and the theory, providing the possibility of reducing the solution of the equation in the partial derivatives to the integration of the system of the ordinary differential equations is given. The dynamic object control is synthesized on the example of the Shannon criterion Numerical results, illustrating the efficiency of the practical usage of the approach proposed are obtained.

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