On feedback stabilization of stochastic nonlinear systems with discrete and distributed delays

In this paper, the problem of feedback stabilization of stochastic differential delay systems is considered. The systems under study are nonlinear, nonaffine and involve both discrete and distributed delays. By using a LaSalle-type theorem for stochastic systems, general conditions for stabilizing the closed-loop system with delays are obtained. In addition, stabilizing state feedback control laws are proposed.