Robust H_∞ Control for Stochastic Time-delay Systems with Polytopic-type Uncertainties

This paper considers the problem of robust H_∞ control for stochastic time-delay systems with convex polytopic uncertainties.Sufficient conditions for solving the problem are obtained by using parameter-independent and parameter-dependent Lyapunov functions respectively.The purpose is to design a state feedback controller so that,for all the admissible uncertainties,the resulting closed-loop system is mean-square asymptotically stable and satisfies a prescribed H_∞ performance level.It is shown that the result derived by a parameter-dependent Lyapunov function is less conservative.A desired state feedback controller can be designed by solving a set of linear matrix inequalities(LMIs).