Abstract

This study investigates the stability and stabilisation problems for a class of neutral stochastic systems with Markovian jumping parameters. First, stability conditions are derived based on mode-dependent Lyapunov–Krasovskii functionals. Second, a novel delay state-feedback controller is considered to stabilise the stochastic system; novel conditions for designing desired controllers are presented in terms of linear matrix inequalities. The results are then extended to the robust stabilisation problem for uncertain neutral Markovian jump systems. Finally, numerical examples and simulation results are provided to show the effectiveness of the proposed design methods.

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