AbstractA multi‐objective switching control strategy is presented in this paper to capture both the robust guaranteed cost (GC) performance and the rate anti‐bump switching performance of switched systems (SSs). The rate anti‐bump switching performance refers to the alleviation of big instantaneous jumps in the switched system rate. Through co‐construct of a switching law and a switching controller, the multi‐objective switching control scheme is attained. A condition is builded to capture the robust GC performance and the rate anti‐bump switching performance, conquering the possible conflict in both performance demands. Moreover, this condition claims that subsystems can capture none of the robust GC performance and the rate anti‐bump switching performance. A verification on the efficiency of the formed multi‐objective switching control approach is provided by regulating the acceleration of a switched engine model.