The present paper focuses on a class of stochastic large-scale interconnected systems with norm-bounded and time-varying parameter uncertainties. The problem addressed is the design of a robust decentralized controller such that the corresponding interconnected closedloop system satisfies certain multi-objective performance requirements for all admissible uncertainties. The objectives of this robust design consist of individual state variance limitation, white noise attenuation constraints on H∞ norm, and pole placement specification. Suffcient conditions, based on a quadratic Lyapunov function, for multi-objective robustness are derived in terms of linear matrix inequalities (LMIs). It is shown that the problem of multi-objective robust decentralized control can be solved and the effectiveness of the proposed approach is illustrated by a numerical example.
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