Delay-dependent control of nonlinear stochastic delayed systems

This paper considers the problem of delay-dependent control for a class of Itô stochastic time-delay systems with nonlinear perturbations. A stochastic integral inequality, which reduces to a deterministic one if there is no stochastic perturbation, is developed. Based on this integral inequality, a delay-dependent sufficient condition for the existence of the desired controller is presented in terms of an LMI (linear matrix inequality). For all admissible nonlinear perturbations, the designed controller guarantees that the closed-loop is asymptotically mean-square stable. An illustrative example is provided to show the effectiveness of the proposed method.