Delay-dependent stochastic stability and H∞-control of uncertain neutral stochastic systems with time delay

In this technical note, the problems of robust stochastic stability, stabilization and H∞-control for uncertain neutral stochastic systems with time-delay are investigated. The parametric uncertainties are assumed to be time-varying and norm-bounded. Delay-dependent sufficient conditions for the above problems are developed in terms of linear matrix inequalities. Four numerical examples are given which illustrate a relatively low conservatism of the theoretical results.