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Delay-dependent stabilization for stochastic time-varying delay system with nonlinear disturbances

This paper studies the problem of control synthesis for a class of stochastic time-delay system with nonlinear disturbances. The time delay that appears in both the states and nonlinear disturbances is considered to be time-varying and has lower and upper bounds. The purpose of the addressed stochastic stabilization problem with nonlinear disturbances is to obtain the stability conditions for the open-loop system and design the memoryless state feedback controller for the closed-loop system. The stability criteria is derived using Itô's differential formula and the Lyapunov stability theory.