Exponential stability in mean-square of Markovian jump stochastic bilinear systems with saturating actuators and time-varying delay

This paper investigates exponential stability in mean-square of stochastic bilinear systems with saturating actuators. The system is described by state differential equation with Markovian jump and time-varying delay in state and input. A sufficient condition for exponential stability in mean-square of the system is given according to Lyapunov-Krasovskii theory. A numerical example shows that the approach proposed is effective.