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Riccati equations and delay-dependent BIBO stabilization of stochastic systems with mixed delays and nonlinear perturbations. (English) Zbl 1216.93108
A specific nonlinear controlled stochastic differential equation with additive control and mixed delays is considered. Assuming a specific linear structure for the controller, a sufficient condition for mean square stability is given in terms of the symmetric positive solution of an associated algebraic Riccati equation.

MSC:
93E15 Stochastic stability in control theory
93E20 Optimal stochastic control
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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