Abstract
This paper deals with the problem of robust stabilization of stochastic systems with time‐delay and nonlinear uncertainties via memory state feedback. Based on Lyapunov krasoviskii functional, some sufficient conditions on local (global) stabilization are given in terms of matrix inequalities. In particular, these stabilizable conditions for a class of nonlinear stochastic time‐delay systems are derived in the form of linear matrix inequalities, which have the advantage of easy computation. Moreover, the corresponding results are further extended to the stochastic multiple time‐delays systems. Finally, an example is presented to show the superiority of memory state feedback controller to memoryless state feedback controller.
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