## Abstract and Applied Analysis

### Finite-Time ${H}_{\infty }$ Control for Time-Delayed Stochastic Systems with Markovian Switching

#### Abstract

This paper studies the problem of finite-time ${H}_{\infty }$ control for time-delayed Itô stochastic systems with Markovian switching. By using the appropriate Lyapunov-Krasovskii functional and free-weighting matrix techniques, some sufficient conditions of finite-time stability for time-delayed stochastic systems with Markovian switching are proposed. Based on constructing new Lyapunov-Krasovskii functional, the mode-dependent state feedback controller for the finite-time ${H}_{\infty }$ control is obtained. Simulation results illustrate the effectiveness of the proposed method.

#### Article information

Source
Abstr. Appl. Anal., Volume 2014 (2014), Article ID 809290, 10 pages.

Dates
First available in Project Euclid: 2 October 2014

https://projecteuclid.org/euclid.aaa/1412273178

Digital Object Identifier
doi:10.1155/2014/809290

Mathematical Reviews number (MathSciNet)
MR3173292

Zentralblatt MATH identifier
07023118

#### Citation

Gao, Wenhua; Deng, Feiqi; Zhang, Ruiqiu; Liu, Wenhui. Finite-Time ${H}_{\infty }$ Control for Time-Delayed Stochastic Systems with Markovian Switching. Abstr. Appl. Anal. 2014 (2014), Article ID 809290, 10 pages. doi:10.1155/2014/809290. https://projecteuclid.org/euclid.aaa/1412273178

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