This book deals with several types of multi-dimensional control problems in the face of data uncertainty for vector cases¿multi-dimensional multi-objective control problem with uncertain objective functionals, uncertain constraint functionals, and uncertain objective as well as constraint functionals, uncertain multi-dimensional multi-objective control problem with semi-infinite constraints, uncertain dual multi-dimensional multi-objective variational control problem, and second-order PDE&PDI, constrained robust optimization problem. The book provides the solution approaches¿an exact l1 penalty function approach, modified objective approach, robust approach¿in the simplest way to solve the recent developing optimization problems in the sense of uncertainty.