Stochastic stabilization of time-delay markovian jump bilinear systems with saturating actuators

This paper is concerned with the stochastic stabilizability problem of time-delay Markovian jump bilinear systems with saturating actuators. Sufficient conditions for local exponential stochastic stability of the delay-free systems with memoryless state feedback control are given, and an upperbound of time delay is provided such that the delayed system retains its stochastic stabilizability if the corresponding delay-free system is stochastic stabilizable. An numerical example is provided to demonstrate the effectiveness of the proposed approach.