Oswaldo L. V. Costa
Oswaldo L. V. Costa
Verified email at lac.usp.br
Title
Cited by
Cited by
Year
Discrete-time Markov jump linear systems
OLV Costa, MD Fragoso, RP Marques
Springer Science & Business Media, 2006
15762006
Stability results for discrete-time linear systems with Markovian jumping parameters
OLV Costa, MD Fragoso
Journal of mathematical analysis and applications 179 (1), 154-178, 1993
6301993
Output feedback control of Markov jump linear systems in continuous-time
DP De Farias, JC Geromel, JBR Do Val, OLV Costa
IEEE Transactions on Automatic Control 45 (5), 944-949, 2000
4182000
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
OLV Costa
IEEE Transactions on Automatic Control 39 (8), 1685-1689, 1994
2191994
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
OLV Costa, MD Fragoso
IEEE Transactions on Automatic Control 40 (12), 2076-2088, 1995
2181995
Mixed H/sub 2//H/sub/spl infin//-control of discrete-time Markovian jump linear systems
OLV Costa, RP Marques
IEEE Transactions on Automatic Control 43 (1), 95-100, 1998
2121998
Continuous-time state-feedback H2-control of Markovian jump linear systems via convex analysis
OLV Costa, JBR do Val, JC Geromel
Automatica 35 (2), 259-268, 1999
1691999
Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
OLV Costa, S Guerra
IEEE Transactions on Automatic Control 47 (8), 1351-1356, 2002
1582002
Constrained quadratic state feedback control of discrete-time Markovian jump linear systems
OLV Costa, EO Assumpção Filho, EK Boukas, RP Marques
Automatica 35 (4), 617-626, 1999
1431999
A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances
MD Fragoso, OLV Costa
SIAM journal on control and optimization 44 (4), 1165-1191, 2005
1382005
Robust portfolio selection using linear-matrix inequalities
OLV Costa, AC Paiva
Journal of Economic Dynamics and Control 26 (6), 889-909, 2002
1342002
A generalized multi-period mean–variance portfolio optimization with Markov switching parameters
OLV Costa, MV Araujo
Automatica 44 (10), 2487-2497, 2008
1272008
A convex programming approach to H2 control of discrete-time Markovian jump linear systems
OLV Costa, JBR Do Val, JC Geromel
International Journal of Control 66 (4), 557-580, 1997
1121997
Stability and ergodicity of piecewise deterministic Markov processes
OLV Costa, F Dufour
SIAM Journal on Control and Optimization 47 (2), 1053-1077, 2008
942008
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
OLV Costa, WL de Paulo
Automatica 43 (4), 587-597, 2007
942007
A new approach to linearly perturbed Riccati equations arising in stochastic control
MD Fragoso, OLV Costa, CE De Souza
Applied Mathematics and Optimization 37 (1), 99-126, 1998
941998
Full InformationH∞-Control for Discrete-Time Infinite Markov Jump Parameter Systems
OLV Costa, JBR Do Val
Journal of Mathematical Analysis and Applications 202 (2), 578-603, 1996
941996
A Detector-Based Approach for theControl of Markov Jump Linear Systems With Partial Information
OL do Valle Costa, MD Fragoso, MG Todorov
IEEE Transactions on Automatic Control 60 (5), 1219-1234, 2014
932014
Optimal mean–variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
OLV Costa, A de Oliveira
Automatica 48 (2), 304-315, 2012
812012
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
OLV Costa, GRAM Benites
Automatica 47 (3), 466-476, 2011
802011
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