Stochastic stability analysis for markovian jump neutral nonlinear systems

In this paper, the stability problem is studied for a class of Markovian jump neutral nonlinear systems with time-varying delay. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situations that the system's transition rates are completely accessible, partially accessible and non-accessible, respectively. Moreover, the developed stability criterion is extended to the systems with different bounded sector nonlinear constraints. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.Bo Wang, Peng Shi, Hamid Reza Karimi, Xiucheng Don