In recent years, magnetorheological (MR) dampers have been used as one of the most promising new devices for structural vibration reduction. Due to their large force capacity, high dynamic range, low power requirements and rapid response interfaces between electronic controls and mechanical systems, these devices can offer an attractive means of protecting civil infrastructure systems against severe earthquakes and strong winds. The paper will revisit the experimental studies on the devices and structural control via semi-active methodologies. Then, a shaking table test on stochastic optimal control of structure using MR dampers will be prepared.