Finite-Time H∞ Control of Markovian Jump Systems With Mode-Dependent Distributed Delays

This paper aims at investigating the design problem of finite-time H-infinity controller for Makovian jump systems with discrete and distributed delays. The two kinds of time delays are assumed to depend on system modes. By employing some integral inequalities and generalized Ito's formula, two delay-dependent criteria are built under which the studied Markovian jump system is stochastic finite-time bounded with respect to given scalars and a prescribed H-infinity performance is achieved. Then, appropriate gain matrices of the designed controller are obtained in terms of a feasible solution of an optimization problem subject to some linear matrix inequality.