Stabilization for Stochastic Markovian Jump Systems with Time Delay

This paper is concerned with the robust stabilization problem for a class of stochastic markovian jump systems with time-varying delay. By applying a new Lyapunov-Krasovskii functional, a novel delay-dependent stabilization criterion for the stochastic Markovian jump systems is derived in terms of linear matrix inequalities(LMIs). When these LMIs are feasible, an explicit expression of the desired state feedback controller is given. Designed controller, based on the obtained criterion, ensures asymptotically stable in the mean square sense of the resulting closed-loop system for all admissible uncertainties and time delay.