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We deal with the finite-time control problem for discrete-time Markov jump systemssubject to saturating actuators. A finite-state Markovian process is given to govern the transition ofthe jumping parameters. A controller designed for unconstrained systems combined with a dynamic antiwindupcompensator is given to guarantee that the resulting system is mean-square locally asymptoticallyfinite-time stabilizable. The proposed conditions allow us to find dynamic anti-windup compensator whichstabilize the closed-loop systems in the finite-time sense. All these conditions can be expressed in the formof linear matrix inequalities and therefore are numerically tractable, as shown in the example included inthe paper

Finite-TimeH∞Control for a Class of Discrete-Time Markov Jump Systems with Actuator Saturation via Dynamic Antiwindup Design