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In this study, the author discusses a Pareto strategy implemented via state and static output feedback for a class of weakly coupled largescale discretetime stochastic systems with state and controldependent noise. The asymptotic structure along with the uniqueness and positive semidefiniteness of the solutions of crosscoupled nonlinear matrix equations (CNMEs) is newly established via the implicit function theorem. The main contribution of this study is the proposal of a parameterindependent local state and static output feedback Pareto strategy. Moreover, a computational approach for solving the CNMEs is also considered if the information about the small parameter is available. Particularly, a new iterative algorithm based on the linear matrix inequality is established to design a Pareto strategy. Finally, in order to demonstrate the effectiveness of the proposed design method, a numerical example is provided for practical aircraft control problems.
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