Delay-Dependent Stochastic Stability and $H_{\infty }$ -Control of Uncertain Neutral Stochastic Systems With Time Delay

In this technical note, the problems of robust stochastic stability, stabilization and H _infin-control for uncertain neutral stochastic systems with time-delay are investigated. The parametric uncertainties are assumed to be time-varying and norm-bounded. Delay-dependent sufficient conditions for the above problems are developed in terms of linear matrix inequalities. Four numerical examples are given which illustrate a relatively low conservatism of the theoretical results.