In this survey, we discuss various approaches to control theory that have arisen in the recent decades and reflect the desire to reach a trade-off between the LQG/H2-control theory and the H∞-control theory. The theories of the kind include the theory of risk-sensitive controllers, the theory of suboptimal control with a constraint on the H∞-entropy functional, the mixed H2/H∞-control theory, the minimax LQG-control theory, the anisotropy-based theory, and some others. The survey discusses in more detail the anisotropy-based control theory, which includes both the LQG/H2- and the H∞-theory within a single statement of the problem.