“…Therefore, predominantly linear stochastic systems with Gaussian random variables were studied and the performance objectives concerned were confined to be either mean value or variance of the stochastic output (Anderson and Moore, 1971;Niu et al, 2008;Solo, 1990;Everdij and Blom, 1996;Blackmore et al, 2010). For practical control systems where either the system variables or the noise are not Gaussian, the mean and variance of system outputs may not be sufficient to characterise the closed loop system behavior (Fabri and Kadirkamanathan, 2001;Wang and Afshar, 2009;Herzallah, 2012). As a result, several groups of control methods have been developed.…”