Finite-Time Stochastic Stabilization for Markovian Jump One-Sided Lipschitz Systems

This paper considers the finite-time stochastic stabilization problem for Markovian jump one-sided Lipschitz systems. The transition rates matrix of the system is partly unknown. The feature of the studied systems lies that the nonlinearities satisfy the property of one-sided Lipschitz. Firstly, the definitions of one-sided Lipschitz function and finite-time stochastic stability are introduced. Then, the feedback laws are designed to make the closed-loop systems finite-time stochastically stable. Finally, a numerical example is used to demonstrate the effectiveness of the designed controllers.