Guaranteed cost control for several delays stochastic systems with uncertain nonlinear perturbations

This paper deals with the problem of guaranteed cost control for a class of uncertain nonlinear stochastic time-delay systems. In this paper, the parametric uncertainties are assumed to be norm bounded. The aim of the paper is to design a state feedback control law such that the closed-loop system is asymptotically stable in the mean square and the cost function value is not more than a specified upper bound. In terms of Lyapunov stability theory and LIM methods, a sufficient condition for the systems is derived, and the state feedback control law is designed. Finally, a numerical example is given to illustrate the effectiveness of the technique.