Formal:
* J'ai terminé mes devoirs. (This is the most literal and formal translation.)
Informal:
* J'ai fini mes devoirs. (This is a more common and casual way to say it.)
You can also use a more specific verb like "faire" (to do):
* J'ai fait mes devoirs. (This translates to "I did my homework.")
The best choice for you will depend on the specific situation and who you are speaking to.