A stochastic optimal timedelay control method for stochastically excited nonlinear systems was proposed based on the stochastic averaging method for timedelay systems and the stochastic dynamical programming principle. The stochastic optimal timedelay control problem of nonlinear systems was converted into another nontimedelay optimal control problem by using the stochastic averaging method for timedelay systems. The dynamical programming equation for the converted control problem was established based on the stochastic dynamical programming principle. The optimal control law was obtained from this equation,and the optimal active timedelay control law was obtained by the transformation of the present and past system states. The optimal semiactive timedelay control law was also obtained according to the Bingham model of MR dampers. An example of stochastically excited and controlled hysteretic column was given to illustrate the application and effectiveness of the proposed stochastic optimal timedelay control method.