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The mean square BIBO stability is investigated for stochastic control systems with mixed delays and nonlinear perturbations. The system with mixed delays is transformed, then a class of suitable Lyapunov functionals is selected, and some novel delay-dependent BIBO stabilization in mean square criteria for stochastic control systems with mixed delays and nonlinear perturbations are obtained by applying the technique of analyzing controller and the method of existing a positive definite solution to an auxiliary algebraic Riccati matrix equation. A numerical example is given to illustrate the validity of the main results. Copyright 2010 Xia Zhou and Shouming Zhong.

Riccati Equations and Delay-Dependent BIBO Stabilization of Stochastic Systems with Mixed Delays and Nonlinear Perturbations