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Assume that the behavior of the control object is described by a vector stochastic equation and failure causes the change of coordinates of the object, where the failure rate depends on the current change of coordinates. Then a control law is derived for the loss function, which is given by the sum of a function of current losses, a function of losses in time from the beginning of control to the current time instant and a function of losses depending on the failure rate. The derivation is straightforward by using the results of Kazakov. \\{Equation (1.1) should read as \\(\\dot {\\mathbf y}={\\mathbf a}({\\mathbf y})+{\\mathbf b}({\\mathbf y},{\\mathbf u})+\\Gamma {\\mathbf \\xi}\\), \\({\\mathbf y}(0)={\\mathbf 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