This paper considers the non-fragile H∞ guaranteed cost control problem of uncertain non-linear stochastic neutral systems. Both distributed delays and dependent delays appear in these systems. The aim is to design a non-fragile H∞ guaranteed cost control law and to obtain the upper bound of the quadratic cost function. A robust H∞ stabilization condition is proposed based on the Lyapunov stability theory combined with the linear matrix inequalities (LMI) approach. Furthermore, a sufficient condition for the existence of the non-fragile H∞ guaranteed cost controller is presented by LMI. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed techniques.
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