Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control

This paper is concerned with the problem of exponential mean-square stabilization of hybrid neutral stochastic differential delay equations with Markovian switching by delay feedback control. A delay feedback controller is designed in the drift part so that the controlled system is mean-square exponentially stable. We discussed two types of structure controls; that is, state feedback and output injection. The stabilization criteria are derived in terms of linear matrix inequalities. (C) 2015 Elsevier B.V. All rights reserved.