Mathematical Methods in Robust Control of Linear Stochastic Systems

1. Preliminaries to Probability Theory and Stochastic Differential Equations

2. Exponential Stability and Lyapunov-Type Linear Equations

3. Structural Properties of Linear Stochastic Systems

4. The Riccati Equations of Stochastic Control

5. Linear Quadratic Control Problem for Linear Stochastic Systems

6. Stochastic Version of the Bounded Real Lemma and Applications

7. Robust Stabilization of Linear Stochastic Systems

DRM-restrictions

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Keywords: MATHEMATICS / General MAT000000