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The book is concerned with the problems of dynamic systemscontrol in conditions of uncertainty caused by the lack ofadequate a priori data on control objects' properties. Itsspecial feature is the use of a priori estimates of indeter-mined quantities on the form of sets. A unique method of ad-aptive control systems construction is described. A con-structional algorithm for solving parametric identificationproblems is suggested which allows guaranteed estimate to bereceived in the form of some set. The application of gameapproach tothe statement and solution of control synthesisproblems under the conditions of uncertainty has allowed toreduce the problem to the minimax one. The appearance offurther unimprovable estimates causes the necessity to refu-se the use of adaptive control and to turn to the robustcontrol. Because of this, much attention is being given tothe problem of the robust stability and synthesis of robustcontrol. The book isintended for specialists concerend withthe investigation and design of control systems who haveknowledge in mathematics within the courses for hightechnical schools.