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Zbl 1213.93201
Kwon, O.M.
Stability criteria for uncertain stochastic dynamic systems with time-varying delays. (English)
[J] Int. J. Robust Nonlinear Control 21, No. 3, 338-350 (2011). ISSN 1049-8923

Summary: The problem of delay-dependent stability for uncertain stochastic dynamic systems with time-varying delay is considered. Based on the Lyapunov stability theory, improved delay-dependent stability criteria for the system are established in terms of linear matrix inequalities. Three numerical examples are given to show the effectiveness of the proposed method.
MSC 2000:
*93E15 Stochastic stability
93E03 General theory of stochastic systems
93D05 Lyapunov and other classical stabilities of control systems
60H10 Stochastic ordinary differential equations

Keywords: stochastic systems; time-varying delays; linear matrix inequalities; Lyapunov method

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