The controller design for a class of strict-feedback nonlinear stochastic systems with Markovian jump under a
risk-sensitive cost function criterion is studied. Firstly, this problem is solvable if a class of HJB equation is solvable. Then,
a constructive control law, which is independent of the regime, is designed based on this HJB equation, which guarantees any
desired positive level of long-term average cost for a given risk-sensitivity parameter and achieve boundedness in probability
for the closed-loop system. As a special case, when the vector fields for the disturbance vanish at the origin, the control law
can actually guarantee a zero long-term average cost for the closed-loop system. Finally, an example is given to illustrate the
correctness of the main results.