Stability of interconnected stochastic delay systems (Q1063774)

It has been recognized recently that for purposes of stability analysis, control, optimization, and so forth, it may be beneficial to decompose a large interconnected system into a number of isolated (or decoupled) subsystems. One hopes that these subsystems can be considered independently, so that solutions to the corresponding subproblems can be combined with interconnection constraints to come up with a solution to the original problem of the overall large system. In this paper, the emphasis is on the stability of interconnected stochastic functional differential systems. Obtained therein is a set of criteria in terms of the stability of isolated subsystems and the bounds on the interconnection components under which the stochastic stability of the interconnected system is preserved. As a tool of our analysis, Razumikhin-type stability conditions for the trivial solution of the stochastic delay system are also established.