Mathematical Methods in Robust Control of Linear Stochastic Systems (eBook, PDF)

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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 linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states- Mixed H2 / H8 control problem and numerical procedures- Linear differential equations with positive evolution on ordered Banach spaces with applications f...

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