Exponential synchronization of complex dynamical networks with markovian jump parameters and stochastic delays and its application to multi-agent systems

This paper studies the synchronization problem of complex dynamical networks with stochastic delay which switches stochastically among several forms of time-varying delays. Both the discrete and distributed delays are considered, as well as the Markovian jump parameters. The occurrence probability distribution of the stochastic delay is assumed to be known in prior. By utilizing the Lyapunov–Krasovskii stability theory and stochastic analysis techniques, some sufficient exponential synchronization criteria are obtained, which depend not only on the size of delays, but also on the occurrence probability distribution of the stochastic delay. Moreover, the main results are successfully extended to multi-agent systems with stochastic delay. Several numerical examples are given to illustrate the feasibility and effectiveness of the proposed methods.