Robust finite-time H∞ control for Markovian jump systems with partially known transition probabilities

This paper is concerned with the problem of robust finite-time H∞ control for Markovian jump systems with partially known transition probabilities. Sufficient conditions ensuring the finite-time boundedness, H∞ finite-time boundedness and finite-time H∞ state feedback stabilization are, respectively, developed for the given system for the first time. A robust finite-time H∞ state feedback controller is also designed, which guarantees the H∞ finite-time boundedness of the closed-loop system. Seeking computational convenience, all the conditions are cast in the format of linear matrix inequalities. Finally a numerical example is provided to demonstrate the effectiveness of the main results.