H∞H∞ control for uncertain Markovian jump systems with mode-dependent mixed delays

We study the problem of H∞H∞ control for a class of Markovian jump systems with norm-bounded parameter uncertainties and mode-dependent mixed delays including discrete delays and distributed delays in this paper. Our aim is to present a new delay-dependent control approach such that the resulting closed-loop system is robust mean-square (MS) exponentially stable and satisfies a prescribed H∞H∞ performance level, irrespective of the parameter uncertainties. Such delay-dependent approach does not require system transformation or free-weighting matrix. A numerical example shows that the results are less conservative and more effective.