This book focuses on the transient performance implementation of Markov jump systems under state/output constraints, using the sliding mode control method. Both finite-time boundedness and input-output finite-time stability under engineering practice have been addressed, with weight placed on control theory and engineering practice. This is achieved by providing an in-depth study on several major topics such as fault-tolerant control, component-wise control, non-fragile control, security control, and hybrid control. The major features of the book include 1) providing a systematic and comprehensive design framework for the treatment of finite-time issues via sliding mode control; and 2) updating the complete design scheme for mode-dependent sliding mode controller via correction of reachability analysis, which is particularly suited for readers who are interested to learn finite-time sliding mode control and sliding mode control for Markov jump systems. The book benefits researchers, engineers, and graduate students in the fields of control science and engineering, mathematics, etc.