IEEE Transactions on Automatic Control, Vol.48, No.2, 286-289, 2003
An LMI-based approach for robust stabilization of uncertain stochastic systems with time-varying delays
Based on the linear matrix inequality method, in this note we introduce the robust stability of uncertain linear stochastic differential delay systems with delay dependence. The parameter uncertainty is norm-bounded and the delays are time varying. We then extend the proposed theory to discuss the robust stabilization of uncertain stochastic differential delay systems.