<P>This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field,&nbsp;previously unpublished results and explicit
examples.&nbsp;Topics&nbsp;include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical
solutions.&nbsp;Primarily a survey in character, this monograph&nbsp;is intended&nbsp;&nbsp;for researchers, graduate students and engineers in control theory and applied linear algebra.</P>