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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.

93D20Asymptotic stability of control systems
93E15Stochastic stability
34K50Stochastic functional-differential equations
93C10Nonlinear control systems
Full Text: DOI
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