“…So far, considerable research attention has been devoted to the theoretical research on control problems for nonlinear stochastic systems, see [1,3,5,6,9,11,20,22,24,30] and the references therein. For example, for different kinds of nonlinear stochastic systems, the H ∞ output feedback control problem has been investigated in [24], the adaptive fuzzy control problem has been proposed in [22], the neural-network-based controller design has been addressed in [23], the adaptive sliding mode controller has been designed in [4,10,17,18] and the observer-based control problems have been solved in [25], respectively. Among various descriptions of nonlinearities, the so-called randomly occurring nonlinearities (RONs) [26] cater for those randomly changeable nonlinearities in terms of their types and/or intensities governed by stochastic variables.…”