The H∞ control has been one of the important robust control approaches since the 1980s.
This book extends the area to nonlinear stochastic H2/H∞ control, and studies more …

The objective of this paper is to study detectability, observability and related Lyapunov-type
theorems of linear discrete-time time-varying stochastic systems with multiplicative noise …

This paper mainly studies observability and detectability for continuous-time stochastic
Markov jump systems. Two concepts called W-observability and W-detectability for such …

This paper studies the optimal distributed control design problem for both continuous‐time
and discrete‐time systems. We consider an identical decoupled dynamical system and a …

× ØÖ Øº This paper discusses the linear quadratic (LQ) differential games for stochastic
systems with Markov jumps and multiplicative noise in infinite-time case. Firstly, we consider …

In this paper, the H_ index for Markov jump linear time-varying stochastic systems and its
application to robust H_ fault detection filter (FDF) are under consideration. First, a set of …

This article is devoted to the problem of detectability of a large class of linear stochastic
systems with time varying coefficients simultaneously affected by state multiplicative white …

This paper combines the passivity theory with geometric control theory for nonlinear
Markovian jump systems. The key point concentrates on taking the appropriate coordinate …

In recent years the model of discrete-time stochastic systems subject to multiplicative noise
has found useful applications in such areas as networked control systems and system …

We mainly consider the stability of discrete‐time Markovian jump linear systems with state‐
dependent noise as well as its linear quadratic (LQ) differential games. A necessary and …