Exponential stabilization in mean square is investigated
for a class of stochastic systems, where Markovian switching and
time-varying delay is introduced. In order to guarantee the
exponential stability in mean square for the system, a sufficient
condition is derived using the method of Liapunov function and LMI.
Furthermore, a kind of desirable gain matrix is designed to make the
system the exponential stability in mean square by the state
feedback. Finally, when the Markov chain goes around all its modes,
a mode-independent gain matrix is presented to guarantee the
exponential stability in mean square for this system