Finite-time stabilization of Markovian switched stochastic high-order nonlinear systems with inverse dynamics

In this paper, we investigate the finite-time stabilization of a class of nonlocal Lipschitzian stochastic nonlinear systems with Markovian switching and stochastic inverse dynamics. We first present the finite-time stability theory for stochastic nonlinear systems with Markovian switching under the framework of weak solutions. Then, a finite-time controller with state feedback is constructed for a class of stochastic high-order nonlinear systems with Markovian switching and stochastic inverse dynamics. The trivial weak solution of the closed-loop system is proved to be globally finite-time stable in probability. Finally, the effectiveness of the proposed design method is verified by a simulation example.