Delay-dependent robust stability of uncertain neutral-type Itoˆ stochastic systems with Markovian jumping parameters

Jing Xie, Yonggui Kao, Changhong Wang and Cunchen Gao

Applied Mathematics and Computation, 2015, vol. 251, issue C, 576-585

Abstract: This paper investigates the problem of mean-square exponential stability for uncertain neutral stochastic systems with time-delays and Markovian jumping parameters. Based on the new results on expectations of stochastic cross terms containing the Itoˆ integral by Song et al. (2013), a new Lyapunov–Krasovskii function is established, and then an improved mean-square exponential stability criterion is derived. The derived results extend the conclusions recently presented in Song et al. (2013). In fact, the system discussed in Song et al. (2013) is a special case of ours. Finally, two examples are provided to demonstrate the effectiveness of the proposed results.

Keywords: Robust delay-dependent stability; Markovian jumping; Neutral stochastic systems; Uncertain (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:251:y:2015:i:c:p:576-585

DOI: 10.1016/j.amc.2014.11.050

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