H∞ guaranteed cost control for stochastic system with distributed delays

The problem of H_∞ guaranteed cost control for delay-dependent stochastic systems is considered. Both distributed delays and delay dependent appear in the systems. A delay-dependent stabilization condition is given in terms of Lyapunov stability theory and the linear matrix inequality (LMI) technique. Furthermore, a sufficient condition of the existence of H_∞ guaranteed cost controller is constructed. Finally, a numerical example is provided to demonstrate the effectiveness and feasibility of the proposed approaches in this paper.