Measurement and control of quantum systems play an important role in science and technology, from the foundations of quantum mechanics to practical applications. This thesis presents theoretical and experimental work that exploits quantum measurement and measurement-based feedback control to study some new problems in the contexts of solid state physics and optical quantum systems. In the first part, we consider the dynamics of open quantum systems conditioned on continuous measurements. We revisit the fact that dynamical quantum events are detector dependent by framing the problem as a quantum correlation test of the Einstein-Podolsky-Rosen (EPR) steering type. In this regards, a no-go theorem for quantum diusion is derived. In order to study a realistic experimental situation we scrutinise dierent physical systems, Einstein-Podolsky-Rosen steering inequalities and measurement protocol. We show that the no-go result for quantum diusion is not universal and does not apply to quantum jumps by devising a novel adaptive measurement scheme. Since the objectiveness of pure-state dynamical models is ruled out by quantum entanglement, then it is reasonable to say that quantum jumps are more quantum than quantum diusion. In the rst part we also study a stochastic feedback control of quantum transport. We show that using a feedback control strategy it is possible to restrict the dynamics of a double quantum dot system to a non-orthogonal two-state ensemble. The feedback control approach can be less experimentally challenging than an adaptive measurement scheme, as the latter requires implementing local oscillators, which might be dicult to realise in mesoscopic physics.