It is well-known that Control Theory was founded by N. Wiener in 1948 ([349]). After that, this
theory was greatly extended to various complicated setting and widely used in sciences and …

This book is devoted to the asymptotic properties of solutions of stochastic evolution
equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical …

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 …

The paper contains systems descriptions and fundamental results concerning the solution of
the most popular linear continuous-time control models with constant coefficients. First …

The main purpose of this paper is to survey some recent progresses on control theory for
stochastic distributed parameter systems, ie, systems governed by stochastic differential …

We discuss several concepts of controllability for partially observable stochastic systems:
complete controllability, approximate controllability, controllability and S-controllability, and …

The classical theory of controllability for deterministic systems is extended to linear
stochastic systems defined on infinite-dimensional Hilbert spaces. Three types of stochastic …

This paper is concerned with the controllability and observability of discrete-time linear
systems that possess randomly jumping parameters described by finite-stale Markov …

Publisher Summary This chapter presents the problems and results of the qualitative theory
of stochastic dynamical systems. Qualitative theory studies the general nature of a solution …

We discuss several concepts of controllability for partially observable stochastic systems:
complete controllability, approximate controllability, and stochastic controllability. We show …