Control Processes of Pareto-Nash-Stackelberg type are defined. Mathematical models are presented and solving principles are identified. A direct-straightforward method for solving linear discrete-time optimal control problem is applied to solve control problem of a linear discrete-time system as a mixture of multicriteria Stackelberg and Nash games. For simplicity, the exposure starts with the simplest case of linear discrete-time optimal control problem and, by sequential considering of more general cases, investigation finalizes with the highlighted Pareto-NashStackelberg and set valued control problems. Different principles of solving are compared and their equivalence is proved.