On robust stabilization of uncertain stochastic time-delay systems - An LMI-based approach

In this paper, we first deal with the robust stability of uncertain linear stochastic differential delay systems. The parameter uncertainties are time-varying and unknown but are norm-bounded via two types of uncertainties, and the delays are time invariant. We then extend the proposed theory to discuss the robust stabilization of uncertain stochastic differential delay systems. These results are given in terms of linear matrix inequalities. Two examples are presented to illustrate the effectiveness.