In this paper, the robust resilient H ∞ control problem for a class of stochastic systems with partially known transition probabilities is investigated. The system under consideration finds extensive applications because of the uncertainties involved in the system matrices and the general assumption upon the transition probabilities. Attention is focused upon the design of a robust resilient H ∞ state feedback controller, which guarantees the stochastic stability of the closed‐loop system and a prescribed H ∞ disturbance attenuation level for all admissible uncertainties. Sufficient criteria ensuring the stochastic stability and stabilization of the underlying systems are presented via LMIs formulation. A numerical example is provided to demonstrate the effectiveness of all the results.
