H∞ control for Markovian jump nonlinear systems with partially known transition probabilities and saturating actuator

This paper focuses on the problem of H∞ control for a class of continuous-time Markovian jump nonlinear systems with partly unknown transition probabilities and actuator saturation. A sufficient criterion is established to guarantee that the closed-loop system is globally stochastically stable and achieves a prescribed H∞ performance index γ. Meanwhile, an H∞ performance index as well as possible is obtained and a gain-scheduled control law is proposed. The nonlinearity is taken into account by a cone-bounded sector. Finally, an illustrative example stresses the efficiency of the main result.