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Stability criteria for uncertain stochastic dynamic systems with time-varying delays. (English) Zbl 1213.93201

Summary: The problem of delay-dependent stability for uncertain stochastic dynamic systems with time-varying delay is considered. Based on the Lyapunov stability theory, improved delay-dependent stability criteria for the system are established in terms of linear matrix inequalities. Three numerical examples are given to show the effectiveness of the proposed method.

MSC:

93E15 Stochastic stability in control theory
93E03 Stochastic systems in control theory (general)
93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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References:

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