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Estimates of exponential stability for solutions of stochastic control systems with delay. (English) Zbl 1217.93150
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:
93D20 Asymptotic stability in control theory
93E15 Stochastic stability in control theory
34K50 Stochastic functional-differential equations
93C10 Nonlinear systems in control theory
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