IJPAM: Volume 95, No. 1 (2014)

EXPONENTIAL STABILITY OF STOCHASTIC HYBRID
SYSTEMS WITH NONDIFFERENTIABLE AND
INTERVAL TIME-VARYING DELAY

Manlika Rajchakit$^1$, Grienggrai Rajchakit$^2$
$^{1,2}$Department of Mathematics and Statistics
Maejo University
Chiangmai, 50290, THAILAND


Abstract. This paper addresses exponential stability problem for a class of stochastic hybrid systems with time-varying delay. The time delay is any continuous function belonging to a given interval, but not necessary to be differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton's formula, new delay-dependent sufficient conditions for exponential stability of stochastic hybrid systems with time-varying delay are first established in terms of LMIs.

Received: February 17, 2014

AMS Subject Classification: 15A09, 52A10, 74M05, 93D05, 93D20, 94C10

Key Words and Phrases: switching design, mean square exponential stability, switched stochastic systems, scalar Wiener process, Brownian Motion, interval delay, Lyapunov function, linear matrix inequalities

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DOI: 10.12732/ijpam.v95i1.9 How to cite this paper?

Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2014
Volume: 95
Issue: 1
Pages: 79 - 88


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