Stochastic systems captured by Itô differential equations and stochastic difference equations play a prominent role in modern control theory, which describe the systems disturbed by the randomness in the forms of Brownian motion and white noise. With the development of mathematical finance, network control, biology systems, and multiagent, many challenging stochastic-control problems are springing up, which need to be deeply investigated by means of more advanced theories and tools. To reflect

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... he most recent advances in stochastic systems, we are determined to organize this special issue. This special issue is focused on the stochastic-control systems and their applications to stability, control, filtering, communication, and fault detection. Topics covered in this issue include (i) stochastic modeling, stability, and stabilization analysis, (ii) stochastic robust/optimal/adaptive control, (iii) stochastic filtering and estimation, (iv) stochastic differential game, and (v) applications of stochastic-control theory to finance, economics, fault detection, and so forth. This special issue has received a total of 82 submitted papers with only 40 papers accepted. There are 13 manuscripts on the subject "stochastic modeling, stability, and stabilization analysis. " In the following, we give a brief summary. The paper entitled "Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints" by W. Zhang and G. Li studies stochastic LQ problem with constraints on the terminal state, where Hindawi Publishing Corporation