Exponential stability for Markovian neutral stochastic systems with general transition probabilities and time-varying delay
Xin Zhang, Huashan Liu, Yiyuan Zheng, Yuqing Sun, Wuneng Zhou, Yiming Gan, Wei Guo · Transactions of the Institute of Measurement and Control · 2018
This paper discusses the problem of exponential stability for Markovian neutral stochastic systems with general transition probabilities and time-varying delay. Based on non-convolution type multiple Lyapunov functions and stochastic analysis method, we obtain the conditions which are independent to any decay rate of the exponential stability for uncertain transition probabilities neutral stochastic systems with time-varying delay. Finally, two examples are presented to illustrate the effectiveness and potential of the proposed results.