Robust Exponential Stabilization for Uncertain Stochastic Lurie Systems with Delays

This paper investigates the problem of robust stochastic exponential control for a class of uncertain Ito-type stochastic Lurie systems with time delays. Based on Lyapunov-Krasovskii approach, a sufficient condition for the existence of a linear memoryless state feedback controller is formulated in terms of a linear matrix inequality (LMI). For all admissible parametric uncertainties, the desired controller guarantees the resulting closed-loop system is robustly stochastically exponentially stable in mean square. A numerical example is provided to show the effectiveness of our method.