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The problem is to find a controller that attains the minimum of the cost functional \\(\\inf_n J (u, x_0, i)\\) where  \\[  J(u, x_0, i) = {\\mathcal E}^{x_0, i} \\biggl\\{ \\int_0^\\infty [ x(t)' R(\\eta(t)) x(t) + u(t)' G(\\eta(t)) u(t)]\\biggr\\}\\,dt. \\]  The author presents a decision of this problem in particular cases. An example is presented that illustrates the application of the results to design of stabilizing controllers for unstable power 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