Robust strictly dissipative control for uncertain neutral stochastic time-delay systems

The paper investigates the problem of robustly stochastic stability and strict dissipativeness for uncertain neutral stochastic time-delay system with time-varying norm-bounded parameter uncertainties. By means of linear matrix inequality, a sufficient condition is given to ensure that uncertain neutral stochastic time-delay system is robustly stochastically stable and strict dissipative for all admissible uncertainties. Based on the criterion, a sufficient condition for the existence of a state feedback controller is also presented, which guarantees the robust stochastic stability and strictly dissipativeness of resulting closed-loop system.