Robust Finite-Time H∞ Control of Stochastic Jump Systems

This paper provides the stochastic finite-time stabilization and H-infinity control problem of Markov jump systems with norm-bounded uncertainties and state delays that possess randomly jumping parameters The transition of the jumping parameters is governed by a finite-state Markov process The finite-time H-infinity controller via state feedback is provided to guarantee the stochastic finite-time boundedness and stochastic finite-time stabilization of the resulting closed-loop system for all admissible uncertainties and unknown time-delays The control criterion is formulated in the form of linear matrix inequalities and the designed finite-time stabilization controller is described as an optimization one Simulation results illustrate the effectiveness of the developed approaches