Abstract
In this paper the stabilization problem for a class of neutral stochastic systems with delay is investigated. The state equations are described by an Ito differential equation driven by a Wiener noise. The input generically enters both in the deterministic dynamics and in those affected by noise. The considered systems are nonlinear and nonaffine in the control. By using the Razumikhin-type approach, general conditions are developed for stabilizing the closed-loop system. A stabilizing state feedback control is also derived.
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