1 Discrete-Parameter Controlled Stochastic Processes. - 1 Definitions. - 2 Optimization Problem. - 3 Construction of Optimal and ?-Optimal Controls. - 4 Control of Processes with Incomplete Observations. - 5 Optimal Stopping Problems. - 6 Controlled Markov Chains. - 7 Homogeneous Controlled Markov Chains. - 8 Optimal Stopping of Markov Chains. - 2 Continuous-Time Control Processes. - 1 General Definitions. - 2 Representation of the Controlled Objects and Construction of Controlled Processes. - 3 Optimization Problem; Approximation Theorem. - 4 Controlled Markov Processes. - 5 Jump Markovian Controlled Processes. - 3 Controlled Stochastic Differential Equations. - 1 Some Preliminaries. - 2 Stochastic Differential Equations. - 3 Controlled Stochastic Differential Equations. - 4 Evolutional Loss Functions. - 5 Linear Systems without an After-effect. - 6 Control Equations with Continuous Noise. - 7 Controlled Diffusion Processes. - Historical and Bibliographical Remarks. Language: English