Finite-time control of linear stochastic delay switched systems

The problem of finite-time control of linear stochastic time delay switched systems is investigated. First, based on multiple Lyapunov function method, a finite-time stability sufficient condition for the linear stochastic switched systems with delay under consideration is presented, and the average dwell time (ADT) restriction of the switching signal is also established. Second, by the obtained stability condition, a state feedback controller ensures finite-time stability of the closed-loop system is then designed. The results of this paper can be solved by convex optimization technique. Finally, a numerical example shows the effectiveness of the method.