Delay‐Dependent Robust Stabilization and H ∞ Control for Nonlinear Stochastic Systems with Markovian Jump Parameters and Interval Time‐Varying Delays

This paper considers the problems of delay‐dependent robust stabilization and H ∞ control for nonlinear stochastic systems with Markovian jump parameters and interval time‐varying delays. Based on the Lyapunov method and introducing some appropriate free‐weighting matrices, sufficient conditions for the solvability of above problems have been investigated in terms of linear matrix inequalities (LMIs). Furthermore, the desired state feedback controller has also been designed by solving these LMIs. Finally, a numerical example is provided to demonstrate the potential of the proposed techniques.