Stabilization for switched stochastic neutral systems under asynchronous switching

In this paper, the mean-square exponential stability of switched stochastic neutral systems with time-varying delay under asynchronous switching is investigated. A new Lyapunov function dependent on the controllers’ switching signal is constructed, which can counteract the difficulty of controller design to stabilize the system under asynchronous switching. Moreover, the value of the Lyapunov function is allowed to increase during mismatched periods. Based on the average dwell time approach, a sufficient condition expressed by a set of linear matrix inequalities (LMIs) is derived to guarantee the mean-square exponential stability for the closed-loop system, and the controllers with asynchronous switching are designed. Finally, a numerical example illustrates the effectiveness of the results.