This title unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented
phenomena. It establishes a unified theoretical framework for control and filtering problems for a class of discrete-time
nonlinear stochastic systems with consideration to performance. It includes case studies of several nonlinear stochastic systems.
It investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor
saturations. It considers both time-invariant systems and time-varying systems. It exploits newly developed techniques to
handle the emerging mathematical and computational challenges.