Robust sampled-data control for Ito stochastic Markovian jump systems with state delay

In this paper, the problem of robust sampled-data control for Ito stochastic Markovian jump systems (Ito SMJSs) with state delay is investigated. Using parameters-dependent Lyapunov functionals and some stochastic equations, we give stochastic sufficient stability criteria for polytopic uncertain Ito SMJSs. As a corollary, stochastic sufficient stability criteria are given for nominal Ito SMJSs. For this two cases of Ito SMJSs, based on the obtained stochastic stability criteria, their time-independent sampled-data controllers are designed, respectively. Then, for designing a time-dependent sampled-data controller for Ito SMJSs, a parameters-dependent time-scheduled Lyapunov functional is developed. New stochastic sufficient stability criteria are obtained for polytopic uncertain Ito SMJSs and nominal Ito SMJSs. Furthermore, their time-dependent sampled-data controllers are designed, respectively. Lastly, a numerical example is provided to illustrate the effectiveness of the proposed method.