Hi Marcus,
I cannot guarantee that LMI will give you an answer. In short, LMI stands for Linear Matrix Inequality and it has nothing to do with control field. It is just a mathematical stuff. But very useful in convex optimization. You can think of LMI optimization as kind of generalization of linear programming (LP) and quadratic programmin (QP). But the fact is that we find LMI optimization very useful in control. Lots of control problem can be formulated using LMIs and solved using appropriate solvers.
For a good start with LMIs, have a look at
Vandeberghe,L.,Boyd,S.Semide .nite programming .In SIAM Review,38(1):49-95, March 1996.
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Boyd,S.,El Ghaoui,L.,Feron,E.,Balakrishnan,V.Linear matrix inequalities in system and control theory .Published by SIAM,volume 15 of Studies in Applied Mathematics, June 1994, ISBN 0-89871-334-X
Scherer,C. and Weiland,S. LMIs in Control .A graduate course at TU Delft.
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course in robust control theory -a convex approach .Springe- Verlag NewYork,2000.
You can perhaps find the following web pages interesting (a Matlab function HINFDES):
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It is fairly standard to use LMIs for Hinf design. It is no harder to design Hinf controller satisfying some constraint on H2 norm. So I guess (hope) that there are some results on stable Hinf controllers. But I don't think that you will get an answer just reading those references. It is sometimes pretty hard reading. Keep asking people around. I am afraid I cannot be of more help.
Zdenek