1. Introduction -- 1.1 The concept of an uncertain system -- 1.2 Overview of the book -- 2. Uncertain systems -- 2.1 Introduction -- 2.2 Uncertain systems with norm-bounded uncertainty -- 2.3 Uncertain systems with integral quadratic constraints -- 2.4 Stochastic uncertain systems -- 3. H? control and related preliminary results -- 3.1 Riccati equations -- 3.2 H? control -- 3.3 Risk-sensitive control -- 3.4 Quadratic stability -- 3.5 A connection between H? control and the absolute stabilizability of uncertain systems -- 4. The S-procedure -- 4.1 Introduction -- 4.2 An S-procedure result for a quadratic functional and one quadratic constraint -- 4.3 An S-procedure result for a quadratic functional and k quadratic constraints -- 4.4 An S-procedure result for nonlinear functionals -- 4.5 An S-procedure result for averaged sequences -- 4.6 An S-procedure result for probability measures with constrained relative entropies -- 5. Guaranteed cost control of time-invariant uncertain systems -- 5.1 Introduction -- 5.2 Optimal guaranteed cost control for uncertain linear systems with norm-bounded uncertainty -- 5.3 State-feedback minimax optimal control of uncertain systems with structured uncertainty -- 5.4 Output-feedback minimax optimal control of uncertain systems with unstructured uncertainty -- 5.5 Guaranteed cost control via a Lyapunov function of the Lur'e-Postnikov form -- 5.6 Conclusions -- 6. Finite-horizon guaranteed cost control -- 6.1 Introduction -- 6.2 The uncertainty averaging approach to state-feedback minimax optimal control -- 6.3 The uncertainty averaging approach to output-feedback optimal guaranteed cost control -- 6.4 Robust control with a terminal state constraint -- 6.5 Robust control with rejection of harmonic disturbances -- 7. Absolute stability, absolute stabilization and structured dissipativity -- 7.1 Introduction -- 7.2 Robust stabilization with a Lyapunov function of the Lur'e-Postnikov form -- 7.3 Structured dissipativity and absolute stability for nonlinear uncertain systems -- 7.4 Conclusions -- 8. Robust control of stochastic uncertain systems -- 8.1 Introduction -- 8.2 H? control of stochastic systems with multiplicative noise -- 8.3 Absolute stabilization and minimax optimal control of stochastic uncertain systems with multiplicative noise -- 8.4 Output-feedback finite-horizon minimax optimal control of stochastic uncertain systems with additive noise -- 8.5 Output-feedback infinite-horizon minimax optimal control of stochastic uncertain systems with additive noise -- 8.6 Conclusions -- 9. Nonlinear versus linear control -- 9.1 Introduction -- 9.2 Nonlinear versus linear control in the absolute stabilizability of uncertain systems with structured uncertainty -- 9.3 Decentralized robust state-feedback H? control for uncertain large-scale systems -- 9.4 Nonlinear versus linear control in the robust stabilizability of linear uncertain systems via a fixed-order output-feedback controller -- 9.5 Simultaneous H? control of a finite collection of linear plants with a single nonlinear digital controller -- 9.6 Conclusions -- 10. Missile autopilot design via minimax optimal control of stochastic uncertain systems -- 10.1 Introduction -- 10.2 Missile autopilot model -- 10.3 Robust controller design -- 10.4 Conclusions -- 11. Robust control of acoustic noise in a duct via minimax optimal LQG control -- 11.1 Introduction -- 11.2 Experimental setup and modeling -- 11.3 Controller design -- 11.4 Experimental results -- 11.5 Conclusions -- A. Basic duality relationships for relative entropy -- B. Metrically transitive transformations -- References.