Stabilization of Stochastic Retarded Systems Based on Sampled-Data Feedback Control

Abstract

Throughout this article, we study the mean square exponential stabilization of stochastic retarded systems described by stochastic functional differential equations (SFDEs). Different from the traditional feedback controls with continuous observation of state, we put forward a novel sampled-data feedback control depending on the discrete observation of state and time delay. It greatly enlarges the probability of finding discrete-time feedback controls for stochastic retarded systems. In addition, the novel sampled-data feedback control succeeds in handling the delays involved in SFDEs. As applications, we provide two examples with simulation figures to illustrate the main result.