In this paper, the mean-square exponential stability problem is investigated for stochastic Markovian jump open-loop systems with mode-dependent time-varying delays. By constructing a modified Lyapunov-Krasovskii functional, a delay-dependent sufficient condition for the solvability of the above problem is presented in terms of linear matrix inequalities(LMIs). The decay rate can be a given finite positive constant and synchronously the derivative of time-varying delays is only required to have a upper bound which is not required to be less than 1. Numerical examples are presented to illustrate the effectiveness of the theoretical result.
['Li Ma', 'Feipeng Da', 'Kanjian Zhang']
Mean-square exponential stability of stochastic Markovian jump systems with mode-dependent time-varying delays