This paper focuses on finite‐time synchronization and parameters identification in the Markovian switching complex delayed network with multiple weights. Considering the control cost required for network synchronization, finite‐time control technique and pinning control strategy are adopted. Based on these methods, when finite‐time synchronization of the network is achieved, the unknown parameters of the system can also be identified in finite time. In addition, in order to solve the problem of the network performance change caused by network topology switching, an Optimal Nodes Selection Control Strategy (ONSCS) is proposed. On the one hand, finite‐time synchronization and identification of the network can be realized faster, on the other hand, it also further reduces the energy consumption and control cost of the network. Finally, two sets of comparative numerical simulations are given to prove the superiority and applicability of the proposed ONSCS.

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