A class of Nash differential games of continuoustime singular stochastic affine systems with multiple decision makers is investigated. After establishing some concepts of the stability for stochastic singular systems

the condition of the stability is presented by means of a linear matrix inequality. Then

by utilizing Riccati equation approach

the existence conditions of equilibrium strategy set in finite horizon and infinite horizon are obtained by means of a set of cross coupled differential Riccati equations or a set of cross coupled algebraic Riccati equations

respectively. And explicit expressions of the optimal feedback controls and optimal cost function are given. In the end

the obtained results are used to deal with the stochastic H

2

/H

∞

control problem in the fields of mod

ern robust control theory

and the existence conditions of robust control strategies and explicit expressions are obtained.