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Summary This paper investigates the finite‐time stabilization of a class of switched stochastic nonlinear systems under arbitrary switching, where each subsystem has a chained integrator with the power r (0 < r < 1). By using the technique of adding a power integrator, a continuous state‐feedback controller is constructed, and it is proved that the solution of the closed‐loop system is finite‐time stable in probability. Two simulation examples are provided to show the effectiveness of the proposed method. Copyright © 2015 John Wiley & Sons, Ltd.

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