Finite-time H∞ control for a class of Markovian jump systems with mode-dependent time-varying delays via new Lyapunov functionals

This paper is concerned with the problem of finite-time H ∞ control for a class of Markovian jump systems with mode-dependent time-varying delays via new Lyapunov functionals. In order to reduce conservatism, a new Lyapunov–Krasovskii functional is constructed. Based on the derived condition, the reliable H ∞ control problem is solved, and the system trajectory stays within a prescribed bound during a specified time interval. Finally, numerical examples are given to demonstrate the proposed approach is more effective than some existing ones.