Razumikhin‐type approach on state feedback of stochastic high‐order nonlinear systems with time‐varying delay

Summary The Razumikhin‐type approach is introduced to solve the state feedback stabilization problem for a class of stochastic high‐order nonlinear systems with time‐varying delay. Based on the general Razumikhin‐type theorem on stochastic systems established in our paper and backstepping design method, a state feedback controller is constructed to ensure the origin of closed‐loop system is globally asymptotically stable in probability. Our methodology enables us to completely remove the limitations on the derivative of delay, which is the common assumption of stochastic high‐order nonlinear systems with time‐varying delay. The efficiency of the state feedback controller is demonstrated by simulation examples.