Stabilization for Discrete-Time Stochastic Systems with Multiple Input Delays

A stabilization problem for stochastic systems with multiple input delays is investigated herein. A new method to construct an optimal control problem with input constraints is adopted. A sufficient stabilization condition is established via Riccati-type equations, whose verification is computationally simple because the variable dimension of the equations does not increase with regard to the delay. A stabilization controller is proposed, and it is a feedback of the state and a history input. This controller uses less history information than those with distributed terms. Two numerical examples illustrate the effectiveness of the obtained results.