A linear matrix inequality approach for robust control of systems with delayed states
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- Rustem, Berc, 1994. "Stochastic and robust control of nonlinear economic systems," European Journal of Operational Research, Elsevier, vol. 73(2), pages 304-318, March.
- William M. McEneaney, 1997. "A Robust Control Framework for Option Pricing," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 202-221, February.
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