The aim of this chapter is threefold. First, we show some advances in complexity dynamics of set-valued discrete systems in connection with the Devaney’s notion of chaos. Secondly, we start to explore some relationships between control sets for the class of linear control systems on Lie groups with chaotic sets. Finally, through several open problems, we invite the readers to give a contribution to this beauty theory. Keywords. chaosset-valued mapsdynamicDevaneycontrol setsRegular 2015FONDECYTFONDECYT