A generalization and development of the theory and methods for complex optimisation of the performance and development control of an interconnected system (IPS) under new market conditions (mainly multicriterial and game approaches) is given considering the specifics of IPS at the international level in post-socialist countries and in particular in the Baltic states. Therby the kernel of the mathematical apparatus of this theory the Generalized Reduced Gradient Method (GRGM) is further generalised and developed with the application of multicriterial and game methods to meet various market conditions.