This book is concerned with dynamical systems under a large uncertainty, and uses a min-max approach to achieve worst-case design. The book consists of two parts. The first part deals with robust control. It begins by developing linear controls to achieve relative stability (pole clustering) under parameter uncertainty. Surprisingly, the largest robustness radius in the parameter space is sometimes discontinuous (fragile) with respect to the control parameters. Then, the book discusses the control of nonlinear uncertain systems under matching conditions. The second part uses differential games to develop optimal guidance for homing missiles against maneuvering targets. The target maneuver is bounded, but otherwise, arbitrary. Using miss distance as the cost, the book develops closed-form guidance laws, as well as miss-distance formulae. In this way, the control loop (autopilot) and the guidance loop are coupled. A parameter study reveals the basic difference between minimum phase (canards) and non-minimum phase (tail control) missiles. It also shows the influence of the autopilot parameters on the miss distance.