This brief investigates the cooperative adaptive <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty }$ </tex-math></inline-formula> output regulation problem for continuous-time heterogeneous multi-agent Markov jump systems. First, a distributed mode-dependent observer is designed to estimate the dynamics of the Markov jump linear exosystem over a communication digraph. Then, an adaptive mode-dependent control law is designed for each agent such that the mean-square <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty }$ </tex-math></inline-formula> output synchronization of the whole network is achieved. Finally, simulation results are provided to verify the theoretical results and demonstrate the effective control performances.
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