Search results for "Oswaldo Luiz V. Costa"

Hits ?▲	Authors	Title	Venue	Year	Link
1	Oswaldo Luiz V. Costa, Alexandre de Oliveira	Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises.	Automatica	2012	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	Singularly Perturbed Discounted Markov Control Processes in a General State Space.	SIAM J. Control and Optimization	2012	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites	Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises.	Automatica	2011	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	Singular control for discounted Markov Decision Processes in a general state space.	CDC-ECE	2011	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	Average Continuous Control of Piecewise Deterministic Markov Processes.	SIAM J. Control and Optimization	2010	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, A. Oliveira	Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise.	CDC	2010	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes.	CDC	2010	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites	Linear minimum mean square filter for discrete-time linear systems with multiplicative noise.	CDC	2010	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Andre Cury Maiali, Afonso de C. Pinto	Sampled control for mean-variance hedging in a jump diffusion financial market.	CDC	2009	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes.	CDC	2009	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Michael V. Araujo	A generalized multi-period mean-variance portfolio optimization with Markov switching parameters.	Automatica	2008	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	Stability and Ergodicity of Piecewise Deterministic Markov Processes.	SIAM J. Control and Optimization	2008	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	Stability and ergodicity of piecewise deterministic Markov processes.	CDC	2008	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Marcelo D. Fragoso	Robust linear filtering for continuous-time hybrid Markov linear systems.	CDC	2008	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	The vanishing approach for the average continuous control of piecewise deterministic Markov processes.	CDC	2008	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Wanderlei L. de Paulo	Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems.	Automatica	2007	DBLP DOI BibTeX RDF
1	Marcelo D. Fragoso, Oswaldo Luiz V. Costa	A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances.	SIAM J. Control and Optimization	2005	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, E. F. Tuesta	H 2-Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems.	MCSS	2004	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, François Dufour	On the Poisson Equation for Piecewise-Deterministic Markov Processes.	SIAM J. Control and Optimization	2003	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, Julio C. C. Aya	Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systems.	Automatica	2002	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, E. O. Assumpção Filho, El Kebir Boukas, R. P. Marques	Constrained quadratic state feedback control of discrete-time Markovian jump linear systems.	Automatica	1999	DBLP DOI BibTeX RDF
1	Oswaldo Luiz V. Costa, João Bosco Ribeiro do Val, José Claudio Geromel	Continuous-time state-feedback H2-control of Markovian jump linear systems via convex analysis.	Automatica	1999	DBLP DOI BibTeX RDF

Publications of "Oswaldo Luiz V. Costa" ( http://dblp.L3S.de/Authors/Oswaldo_Luiz_V._Costa )