  The stochastic $H^\infty$-norm is defined as the $L^2$-induced norm of the
input-output operator of a stochastic linear system. Like the deterministic
$H^\infty$-norm it is characterised by a version of the bounded real lemma, but
without a frequency domain description or a Hamiltonian condition. Therefore,
we base its computation on a parametrised algebraic Riccati-type matrix
equation.
