• Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena • Establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance • Includes case studies of several nonlinear stochastic systems • Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations • Considers both time-invariant systems and time-varying systems • Exploits newly developed techniques to handle the emerging mathematical and computational challenges
