H∞ control of a chaotic finance system in the presence of external disturbance and input time-delay

This paper is concerned with the problem of H∞ control for a class of chaotic finance systems with external disturbance. The purpose is to design a delayed state feedback controller such that the resulting error system is asymptotically stable with a prescribed H∞ performance level. Using the Lyapunov functional method and Jensen inequality, delay-dependent sufficient criteria for the solvability of this problem are established in terms of linear matrix inequality (LMI). Moreover, numerical simulations are provided to demonstrate the effectiveness of the proposed theoretical results.