Abstract Systems of linear ordinary differential equations are examined, subject to real-
random parametric uncertainty. Specifically, the paper considers stability and norm …

This paper presents a novel approach to robustness analysis based on quadratic
performance metrics of uncertain time-varying systems. The considered time-varying …

This thesis develops theoretical and computational methods for the robustness analysis of
uncertain systems. The considered systems are linearized and depend rationally on random …

This article considers the $\mathcal {H} _\infty $ static output-feedback control for linear time-
invariant uncertain systems with polynomial dependence on probabilistic time-invariant …

In modern financial markets, traders can choose from a large variety of financial derivatives.
This term denotes financial instruments that have a value determined or'derived'by other, so …

The focus of the present thesis is to formulate efficient schemes to solve high-dimensional
stochastic ordinary differential equations (SODEs) encountered in stochastic structural …