Exponential stabilization for a class of uncertain stochastic systems with time delays

In this paper, we consider the problem of robust exponential control for a class of uncertain stochastic systems with time delays. New delay-dependent sufficient conditions on the existence of linear memoryless state feedback controllers are formulated in terms of linear matrix inequality (LMI), which guarantee the robustly stochastically exponentially stable in mean square of the resulting closed-loop systems for all admissible parametric uncertainties. A numerical example is included to show the effectiveness of the proposed methods.