This paper studied the nonstationary stochastic response and the optimal control of a half car dynamical model with nonlinear active suspension under the excitation of random road surface. Using the method of equivalent linearization, the response statistics and stochastic optimal control of the nonlinear suspension were obtained. The comparison and analysis of the nonstationary response of active and passive suspension show that the nonlinear active suspension is better than the passive suspension. Finally, the accuracy of the equivalent linearization technique was verified by Monte Carlo simulation.