“…Driven by these problems, more and more attentions have been paid to the study of stochastic nonlinear systems Krstic, 1997, 1999;Deng et al, 2001;Feng and Shi, 2017;Ji and Xi, 2006;Li et al, 2017;Pan and Basar, 1999;Wang et al, 2013;Wei et al, 2019;Wu et al, 2010;Yao et al, 2019;Zhong et al, 2015). So far, many control methods of deterministic systems are successfully extended to stochastic systems, such as adaptive control (Ji and Xi, 2006;Wei et al, 2019;Wu et al, 2010), fault tolerant control (Yao et al, 2019), approximation-based control (Li et al, 2017;Wang et al, 2013;Zhong et al, 2015), sliding mode control (Feng and Shi, 2017) and backstepping technique Krstic, 1997, 1999;Deng et al, 2001;Pan and Basar, 1999). In particular, due to the existence of unknown functions and uncertainty of systems, the approximation-based adaptive control methods, such as neural network (NN)-based control (Hua et al, 2015;Li et al, 2009;Zhou et al, 2012) and fuzzy-based control (Li and Yue, 2015;Ma et al, 2019;Zhou et al, 2017), have become a research hotspot in recent years.…”