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Our study delves into the realm of chance theory to address problems related to optimal control and zero-sum differential games within this stochastic uncertain framework. Based on the properties of both the Wiener processes and the uncertain matrices, we present an equation of optimality tailored for solving stochastic uncertain optimal control problems. Leveraging this equation, we derive analytical optimal solutions for both bang\u2013bang and linear quadratic control problems. Furthermore, we extend our results to encompass the domain of zero-sum differential games, proposing equilibrium equations to identify the saddle point equilibrium in stochastic uncertain zero-sum games. 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