This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linea

The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It inclu

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations an

The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, an

The book includes articles from eminent international scientists discussing a wide spectrum of topics of current importance in mathematics and statistics and th