State feedback control for nonlinear stochastic systems with time-delay

This paper investigates the problem of state feedback control for uncertain nonlinear stochastic systems with timedelay. A state feedback controller is designed so that the closed-loop system is exponentially stable in mean square for all admissible uncertainties. Sufficient conditions are obtained in guarantee that the involved system has robust stabilization in terms of matrix inequalities. A regrouped LMI method is adopted to solve these matrix inequalities. A numerical example is given to illustrate the effectiveness of the given method.