Mathematical model of control of stochastical object with distributed parameters

The partial differential equation for describing optimum movement of nonmarkov system with distributed parameters under random influences with arbitrary distribution is derived. Decision of equation by means of interpolation Kantorovich's method in basis of Lagrange functions of influence is realized. Algorithm of output of optimum control at base of principle of sequence approach is created. By using numerical examination is established, that the method ensures high accuracy of solution.