I. Introduction
Most dynamical systems are subject to stochastic disturbances, including changes in external environmental conditions and internal structural variations during operation. These phenomena can be normally modeled as Markovian jump systems (MJSs), whose transition probability/rate information between different modes plays a crucial role in characterizing sudden changes. As a result, the control analysis and application of MJSs have attracted extensive attentions, such as stability analysis [1], robust control [2], optimal control [3], etc. In particular, sliding mode control (SMC) technique has emerged many interesting results for MJSs due to its strong robustness to parameter uncertainties and external disturbances, as well as its advantages of fast convergence speed [4], [5].