Stabilization of differential inclusion systems with Markovian jumping

The stabilization of differential inclusions with Markovian jumping is discussed. A kind of uncertain Markovian jumping systems are modeled as differential inclusions with Markovian jumping. Based on the convex hull Lyapunov function, a kind of stochastical Lyapunov function is presented. The feedback control law is obtained to make the closed-loop system exponentially stable in the mean square. Finally, a simulation is given to show the effectiveness of this control design.