Preface.- Introduction.- Theoretical essentials.- PDEM based stochastic optimal control.- Probabilistic criteria of stochastic optimal control.- Generalized optimal control policy.- Stochastic optimal control of nonlinear structures.- Stochastic optimal control of wind-induced comfortability.- Stochastic optimal semi-active control of structures.- Shaking table test of controlled structures.- References.- Appendix A: Mapping from excitation vector to co-state vector.- Appendix B: Statistical linearization based LQG control.- Appendix C: Riccati matrix difference equation and discrete dynamic programming.- Index.