Guaranteed-cost control for a class of stochastic systems with time delay

The problem of finite-time guaranteed cost control of a class of stochastic systems is concerned in this paper. First, the class of stochastic systems is driven by Brownian motion. Second, a new definition of guaranteed cost control is provided, which is concerned on both the mathematic expectation and the time of the operation of the system. Third, some sufficient conditions are obtained by in terms of linear matrix inequalities (LMIs), which can guarantee the requirements of the provided performance criterion.