It is known that if problems do not dare at that level where they have appeared - it is necessary to rise on level above, on a higher step of understanding of laws of the nature. Optimum control problems cannot be solved purely matematicheski: the mathematics without physics - is silly, the physics without mathematics - is blind. It is offered to look at problems of a method of dynamic programing of R. Bellman having methodological value, at least still from outside the physical phenomena. It allows to solve optimum control problems multidimensional installation of a high order, in that count also nonlinear. The principle of R. Bellman has a methodological importance - it is possible to control everything or everybody if three conditions are met: the object of control is known, the ultimate goal of control is known and the criterion of an estimation of quality of control is known. If there is no at least one of them - there is no sense to get down to the solution of a control problem. It is meant that there are at least two co-operating blocks in control tasks: the control object and the subject of control, i.e. a person (manual control) or a control system - an automatic steering block which often called a regulator. Questions of the optimum control theory with reference to technics and, in particular, to electric drives are considered in this paper. Ways to solve the problems of control systems optimum on accuracy for nonlinear objects of high order are offered. By example of a direct-current drive it is shown that usage of the physical and mathematical theory will allow to achieve small errors (no more than 20 arc sec.) on minimal speeds of tracking (up to 0,01 deg./sec.) with friction torque and load fluctuations during operation, with presence of a reducer backlash that is 10 times greater than admissible error, with a nonrigid and unbalanced design of an actuator. The theory also allows to create a hi-tech industrial equipment (for ex., precision rigs) and prospective types of weapons and military equipment (for ex., high-precision radar tracking stations).