“…A finite-dimensional approximation of the problem is given and an illustrating example is considered. The problem under investigation were considered, for example, for different systems in Bertsecas and Rhodes [12], Schweppe [13], Ananyev and Anikin [14], Ananiev [15], Anan'ev [8], Ananyev [16], Filippova and Matviychuk [17], Gusev and Zykov [18].…”