Stochastic control is without doubt a very popular research field in modern control theory, which presents valid tools for dealing with randomness. Compared with deterministic systems, stochastic control has more applications in practice, and the related problems of stochastic control are more complex.

Although stochastic control theory and application have made great progress in recent years, there are still a lot of new and challenging problems existing in the areas of theory analysis and applications, which cover the fields of mean-field control, leader-follower game, forward-backward stochastic control, stochastic nonlinear robust H infinity control and filtering, stability and stabilization, and so on. These problems merit further study by using more advanced theories and tools. To reflect the most recent advances in these fields, we are determined to organize this special issue.

This special issue will focus on stochastic control systems governed by Ito type stochastic differential equations, discrete-time stochastic difference equations, Markov jump systems together with their applications to control, filtering, communication, manufacturing, fault detection, and systems biology.

Potential topics include but are not limited to the following:

• Stochastic modeling, stability, and stabilization
• System analysis and synthesis
• Stochastic robust/optimal/near-optimal/adaptive control
• Filtering and estimation
• Stochastic time-delay systems
• Stochastic differential game
• Small-gain approach to control of stochastic nonlinear systems
• Applications of stochastic control theory to finance, economics, insurance, real estate, manufacturing systems, fault detection, networked control systems, power systems, and so on