Stabilization of nonlinear stochastic systems with delay feedback

Abstract

The purpose of this paper is to derive sufficient conditions under which there exists a delay linear feedback law which renders a control linear stochastic differential system asymptotically stable in probability. The sufficient conditions are obtained in the form of a Riccati-type equation and are independent of the length of the delay.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>