Mathematical Methods in Robust Control of Linear Stochast...
Dragan, Vasile / Stoica, Adrian-Mihail / Morozan, Toader 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- M...