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Zbl 1217.93150
Dzhalladova, Irada A.; Baštinec, Jarom{\'\i}r; Dibl{\'\i}k, Josef; Khusainov, Denys Y.
Estimates of exponential stability for solutions of stochastic control systems with delay.
(English)
[J] Abstr. Appl. Anal. 2011, Article ID 920412, 14 p. (2011). ISSN 1085-3375; ISSN 1687-0409/e

Summary: A nonlinear stochastic differential-difference control system with delay of neutral type is considered. Sufficient conditions for the exponential stability are derived by using Lyapunov-Krasovskii functionals of quadratic form with exponential factors. Upper bound estimates for the exponential rate of decay are derived.
MSC 2000:
*93D20 Asymptotic stability of control systems
93E15 Stochastic stability
34K50 Stochastic delay equations
93C10 Nonlinear control systems

Keywords: nonlinear stochastic differential-difference control system; exponential stability; Lyapunov-Krasovskii functionals

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