Robust finite-time bounded H∞ control for a class of nonlinear quadratic Markovian jump systems

This paper is concerned with the finite-time stabilization problem for a class of nonlinear quadratic Markovian jump systems (MJSs) subject to feedback control gain perturbations. By using the stochastic quadratic Lyapunov function, sufficient conditions are given for the existence of desired controller gains as well as probability rate matrices. The obtained results are established by employing a set of linear matrix inequalities (LMIs)-based algorithm and a convex optimization problem. At last, two examples are given to demonstrate the feasibility and effectiveness of the proposed method.