Stabilization for Discrete-Time Stochastic Systems with Multiple Input Delays

A stabilization problem for stochastic systems with multiple input delays is investigated herein.A new method to construct an optimal control problem with input constraints is adopted.A sufficient stabilization condition is established via Riccati-type equations,whose verification is computationally simple because the variable dimension of the equations does not increase with regard to the delay.A stabilization controller is proposed,and it is a feedback of the state and a history input.This controller uses less history information than those with distributed terms.Two numerical examples illustrate the effectiveness of the obtained results.