Abstract
Stochastic system widely exists in natural science, engineering and social system, and the study of stochastic system has become one of important research contents for engineering researchers. Aiming at a kind of stochastic system, i.e., nonlinear and uncertain stochastic systems, we present many widespread theoretical and applied problems in this paper, and summarize and review the main conclusions and ideas of literature related to nonlinear and uncertain stochastic systems. Further, we give some new research topics and directions. We try to provide new methods for the control study of nonlinear and uncertain stochastic systems.
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