Finite-time control for uncertain Markovian jump systems with disturbance and input constraint

In this paper, the problem of finite-time control for a class of uncertain Markovian jump systems subject to disturbance and input constraint is investigated. The system to be considered is more general where only partial information of transition probabilities is known. In practical systems, the amplitude that can be made to the manipulated variables is always limited. Therefore, a control algorithm should be considered in this situation. A sufficient condition is established to ensure that the state trajectory remains in a bounded region of the state space in mean square sense over a fixed time interval. Based on it, the corresponding finite-time stochastic stabilization criterion is proposed by considering the input constraint simultaneously. Numerical examples are given to show the validity of the proposed methods.