This paper contains three parts. In (a), the Fokker-Planck equation for a linear stochastic central system with additive disturbances is solved. The performance of the optimal system possesses a term for cost duo to the random disturbances at the input. In (b), the optimal control law for a linear system subject to stochastic fluctuations in its parameters and additive disturbances at the input is derived. Stability conditions of the optimal system are considered. In (c), the optimal control of a linear system subject to parametric fluctuations of the truncated white noise type is considered. The corresponding modified Fokker-Planck equation is given, from which the stability conditions of the optimal system are obtained. A second-order example is given to illustrate the methods.