This new edition has nine chapters and it includes some new developments and results in
robust control of linear stochastic systems. In Chapter 1 properties of homogeneous Markov …

Most practical processes such as chemical reactor, industrial furnace, heat exchanger, etc.,
are nonlinear stochastic systems, which makes their con trol in general a hard problem …

This paper discusses the H_∞ control problem for a class of nonlinear stochastic systems
with both state-and disturbance-dependent noise. By means of Hamilton--Jacobi equations …

A survey of nonsymmetric Riccati equations Page 1 Linear Algebra and its Applications 351–352
(2002) 243–270 www.elsevier.com/locate/laa A survey of nonsymmetric Riccati equations …

In this paper we consider linear controlled stochastic systems subjected both to white noise
disturbance and Markovian jum**. Our aim is to provide a mathematical background in …

In this paper, we discuss infinite-horizon soft-constrained stochastic Nash games involving
state-dependent noise in weakly coupled large-scale systems. First, we formulate linear …

We prove a monotonicity and a comparison theorem for the solutions of a rational matrix
differential equation appearing in stochastic control and derive existence and convergence …

This paper discusses the H∞ control problem for a class of linear stochastic systems driven
by both Brownian motion and Poisson jumps. The authors give the basic theory about …

This article focuses on the state-feedback ℋ∞ control problem for the stochastic nonlinear
systems with state and disturbance-dependent noise and time-varying state delays. Based …