Dissipative control for stochastic descriptor systems with time-delays

This paper deals with the problem of dissipative control for stochastic descriptor systems with time-delays based on the extended Ito stochastic differential formula. We consider the design of a state-feedback dissipative controller such that the closed-loop systems is mean-square asymptotically stable and strictly (Q, S, R)-dissipative. A sufficient condition on the existence of dissipative controllers is established by means of the singular stochastic Lyapunov methods and linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.