“…The Markov jump linear system abstraction finds application in many areas including economics [1], fault-tolerant control [2], energy-aware control [3], and networked control [4], [5]. Despite the prevalence of Markov jump linear systems, little attention has been paid to the case when the Markov chain transition probabilities are time-varying, and almost no attention has been paid to the case when the Markov chain transition probabilities are time-varying and a priori unknown.…”