Memoryless Feedback Control of Stochastic Nonlinear Systems with Long Delays in the State and Input

This paper considers the problem of memoryless feedback control for a class of stochastic nonlinear systems with long delays in the state and input. It is shown that under the linear growth condition, the feedback domination approach together with Lyapunov-Krasovskii functional method, a linear and delay-free feedback controller is constructed to drive the stochastic time-delay system globally exponentially stable (GES) in mean square.