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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.

93D20 Asymptotic stability in control theory
93E15 Stochastic stability in control theory
34K50 Stochastic functional-differential equations
93C10 Nonlinear systems in control theory
Full Text: DOI
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