Stabilization for Stochastic Nonlinear Differential Inclusion Systems with Time Delay

Abstract

In this paper, the stabilization problem for stochastic non-linear differential inclusion systems with time delay is discussed. First, the definition of the exponential stability in mean square for stochastic differential inclusion is presented. Second, under the framework of the convex hull Lyapunov function, a continuous feedback law is designed to make the closed-loop system exponentially stable in mean square. Finally, two numerical examples are presented to demonstrate the effectiveness of the proposed controller for the stabilization problem discussed in this paper.