Robust finite-time H∞ control for uncertain singular stochastic Markovian jump systems via proportional differential control law

This study focuses on the problem of robust finite-time H_∞ control for a class of uncertain singular stochastic Markovian jump systems with partially unknown transition rates via proportional differential control law (PDLC). The uncertainties are not only in state matrices and input matrices but also in differential matrices. New sufficient conditions for the existence of mode-dependent PDLC are derived in the form of strict linear matrix inequalities, such that the closed-loop system of the singular stochastic Markovian jump system is not only stochastic finite-time stable but also satisfies a prescribed performance. Numerical examples are used to show the effectiveness of the proposed methods.