Bor-Sen Chen & Lihua Xie 
Stochastic H2/H infinity Control: A Nash Game Approach [PDF ebook] 

The Hinfinity control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/Hinfinity control, and studies more complex and practically useful mixed H2/Hinfinity controller synthesis rather than the pure Hinfinity control. Different from the commonly used convex optimization method, this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/Hinfinity control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/Hinfinity control theory, while practitioners can apply our efficient algorithms to address their practical problems.