Dannaya monografiya posvyashchena polucheniyu i realizatsii algoritmov resheniya optimizatsionnykh zadach na traektoriyakh, kotorye yavlyayutsya resheniyami stokhasticheskikh differentsial'nykh uravneniy s izmenyayushchimisya v sluchaynye markovskie momenty vremeni koeffitsientami. Rassmotreny prilozheniya poluchennykh algoritmov v finansovoy matematike. Monografiya adresovana studentam, aspirantam i prepodavatelyam matematicheskikh spetsial'nostey vysshikh uchebnykh zavedeniy.