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Costa, Oswaldo Luiz V.

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Author ID: costa.oswaldo-luiz-v Recent zbMATH articles by "Costa, Oswaldo Luiz V."
Published as: Costa, O. L. V.; Costa, Oswaldo L. V.; Costa, Oswaldo Luiz V.
External Links: ORCID
Documents Indexed: 98 Publications since 1985, including 4 Books

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 1,412 times in 876 Documents Cited by Year
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
236
2005
Output feedback control of Markov jump linear systems in continuous-time. Zbl 0972.93074
de Farias, D. P.; Geromel, J. C.; do Val, J. B. R.; Costa, O. L. V.
123
2000
Stability results for discrete-time linear systems with Markovian jumping parameters. Zbl 0790.93108
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
109
1993
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
60
2013
Mixed \(H_2/H_\infty\)-control of discrete-time Markovian jump linear systems. Zbl 0907.93062
Costa, Oswaldo L. V.; Marques, Ricardo P.
51
1998
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. Zbl 0843.93091
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
44
1995
Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis. Zbl 0939.93041
Costa, O. L. V.; do Val, J. B. R.; Geromel, J. C.
41
1999
A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbance. Zbl 1139.93037
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
35
2005
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Zbl 1157.91356
Costa, Oswaldo L. V.; Araujo, Michael V.
34
2008
A new approach to lineary perturbed Riccati equations arising in stochastic control. Zbl 0895.93042
Fragoso, M. D.; Costa, O. L. V.; de Souza, C. E.
33
1998
Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Zbl 0933.93079
Costa, O. L. V.; Filho, Assumpção E. O.; Boukas, E. K.; Marques, R. P.
32
1999
Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. Zbl 1364.93795
Costa, O. L. V.; Guerra, S.
31
2002
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Zbl 1115.49021
Costa, Oswaldo L. V.; de Paulo, Wanderlei L.
30
2007
A convex programming approach to \(H_2\) control of discrete-time Markovian jump linear systems. Zbl 0951.93536
Costa, O. L. V.; Do Val, J. B. R.; Geromel, J. C.
29
1997
Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Zbl 1260.93173
Costa, Oswaldo L. V.; de Oliveira, Alexandre
28
2012
Stability and ergodicity of piecewise deterministic Markov processes. Zbl 1159.60339
Costa, O. L. V.; Dufour, F.
28
2008
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. Zbl 0925.93567
Costa, O. L. V.
27
1994
Robust linear filtering for discrete-time hybrid Markov linear systems. Zbl 1018.93028
Costa, O. L. V.; Guerra, S.
22
2002
Robust portfolio selection using linear-matrix inequalities. Zbl 0996.91061
Costa, O. L. V.; Paiva, A. C.
19
2002
Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems. Zbl 0862.93025
Costa, O. L. V.; do Val, J. B. R.
17
1996
Solutions for the linear-quadratic control problem of Markov jump linear systems. Zbl 0948.49018
do Val, J. B. R.; Geromel, J. C.; Costa, O. L. V.
16
1999
State feedback \(H_ \infty\)-control for discrete-time infinite-dimensional stochastic bilinear systems. Zbl 0844.93036
Costa, O. L. V.; Kubrusly, C. S.
16
1996
Stochastic stability of jump discrete-time linear systems with Markov chain in a general Borel space. Zbl 1360.93735
Costa, O. L. V.; Figueiredo, D. Z.
14
2014
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Zbl 1219.93127
Costa, Oswaldo L. V.; Benites, Guilherme R. A. M.
14
2011
Average continuous control of piecewise deterministic Markov processes. Zbl 1213.60124
Costa, O. L. V.; Dufour, F.
14
2010
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. Zbl 1364.49042
Costa, O. L. V.; Tuesta, E. F.
14
2003
Impulse control of piecewise-deterministic processes. Zbl 0675.93077
Costa, O. L. V.; Davis, M. H. A.
14
1989
Robust \(H_2\)-control for discrete-time Markovian jump linear systems. Zbl 1026.93055
Costa, Oswaldo L. V.; Marques, Ricardo P.
13
2000
Stability of piecewise-deterministic Markov processes. Zbl 0936.60062
Dufour, François; Costa, Oswaldo L. V.
13
1999
Stationary distributions for piecewise-deterministic Markov processes. Zbl 0703.60068
Costa, O. L. V.
13
1990
\(H_2\)-control of continuous-time hidden Markov jump linear systems. Zbl 1373.93371
Stadtmann, F.; Costa, O. L. V.
12
2017
Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. Zbl 0928.93047
Costa, O. L. V.; Marques, R. P.
11
1999
Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems. Zbl 1390.93722
De Oliveira, A. M.; Costa, O. L. V.
10
2018
Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. Zbl 1056.93537
do Val, J. B. R.; Geromel, J. C.; Costa, O. L. V.
10
1998
Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps. Zbl 0919.93082
Costa, O. L. V.; Boukas, E. K.
10
1998
Mean square stability conditions for discrete stochastic bilinear systems. Zbl 0591.93061
Kubrusly, C. S.; Costa, O. L. V.
10
1985
A separation principle for the continuous-time LQ-problem with Markovian jump parameters. Zbl 1368.93785
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
9
2010
\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. Zbl 1066.93065
Costa, O. L. V.; Tuesta, E. F.
9
2004
\(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters. Zbl 0971.93027
Benjelloun, K.; Boukas, E. K.; Costa, O. L. V.
9
2000
\(\mathcal{H}_2\)-filtering for discrete-time hidden Markov jump systems. Zbl 1359.93499
de Oliveira, A. M.; Costa, O. L. V.
8
2017
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Zbl 1278.93263
Costa, O. L. V.; Benites, G. R. A. M.
7
2013
Average control of Markov decision processes with Feller transition probabilities and general action spaces. Zbl 1275.90123
Costa, O. L. V.; Dufour, F.
7
2012
Multiperiod mean-variance optimization with intertemporal restrictions. Zbl 1190.90272
Costa, O. L. V.; Nabholz, R. B.
7
2007
Comments on: “Stochastic stability of jump linear systems” by Y. Fang and K. A. Loparo. Zbl 1365.93538
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
7
2004
Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Zbl 0984.93051
Costa, O. L. V.; Aya, J. C. C.
7
2001
Approximations for optimal stopping of a piecewise-deterministic process. Zbl 0657.93077
Costa, O. L. V.; Davis, M. H. A.
7
1988
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. Zbl 1338.90444
Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B.
6
2016
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. Zbl 1346.49023
Costa, O. L. V.; Dufour, F.
6
2015
Optimal linear mean square filter for continuous-time jump linear systems. Zbl 1365.93502
Fragoso, M. D.; Costa, O. L. V.; Baczynski, J.; Rocha, N.
6
2005
LQ control of discrete-time jump systems with Markov chain in a general Borel space. Zbl 1360.93645
Costa, O. L. V.; Figueiredo, D. Z.
5
2015
Stochastic stabilization and induced \(\ell_2\)-gain for discrete-time Markov jump Lur’e systems with control saturation. Zbl 1297.93175
Gonzaga, Carlos Alberto Cavichioli; Costa, Oswaldo Luiz V.
5
2014
The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes. Zbl 1193.60094
Costa, O. L. V.; Dufour, F.
5
2009
Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jumping parameters. Zbl 1125.93055
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
5
2004
On the Poisson equation for piecewise-deterministic Markov processes. Zbl 1041.60057
Costa, Oswaldo L. V.; Dufour, François
5
2003
Impulse and continuous control of piecewise deterministic Markov processes. Zbl 1145.90461
Costa, O. L. V.; Raymundo, C. A. B.
5
2000
Discrete-time coupled Riccati equations for systems with Markov switching parameters. Zbl 0835.93059
Costa, Oswaldo L. V.
5
1995
Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises. Zbl 1308.93073
Costa, O. L. V.; Gonzaga, C. A. C.
4
2014
Invariant probability measures for a class of Feller Markov chains. Zbl 0970.60082
Costa, O. L. V.; Dufour, F.
4
2000
Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations. Zbl 0855.93092
Costa, O. L. V.
4
1996
Average impulse control of piecewise deterministic processes. Zbl 0696.90082
Costa, O. L. V.
4
1989
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations. Zbl 1117.93073
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
3
2007
Ergodic properties and ergodic decompositions of continuous-time Markov processes. Zbl 1157.60070
Costa, O. L. V.; Dufour, F.
3
2006
A sufficient condition for the existence of an invariant probability measure for Markov processes. Zbl 1086.60044
Costa, O. L. V.; Dufour, F.
3
2005
On the ergodic decomposition for a class of Markov chains. Zbl 1074.60074
Costa, O. L. V.; Dufour, F.
3
2005
Optimal stopping with continuous control of piecewise deterministic Markov processes. Zbl 0967.60045
Costa, O. L. V.; Raymundo, C. A. B.; Dufour, F.
3
2000
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Zbl 1222.60056
Costa, O. L. V.; Dufour, F.
2
2011
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Zbl 1168.93023
Costa, O. L. V.; Okimura, R. T.
2
2009
Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains. Zbl 1017.60081
Costa, O. L. V.; Dufour, F.
2
2001
Discretizations for the average impulse control of piecewise deterministic processes. Zbl 0776.60089
Costa, O. L. V.
2
1993
Impulse control of piecewise-deterministic processes via linear programming. Zbl 0753.93081
Costa, O. L. V.
2
1991
Lyapunov equation for infinite-dimensional discrete bilinear systems. Zbl 0739.93057
Costa, O. L. V.; Kubrusly, C. S.
2
1991
Continuous control of piecewise deterministic Markov processes with long run average cost. Zbl 1283.93310
Costa, O. L. V.; Dufour, F.
1
2012
Sampled control for mean-variance hedging in a jump diffusion financial market. Zbl 1368.93448
Costa, O. L. V.; Maiali, A. C.; Pinto, Afonso de C.
1
2010
Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Zbl 1150.60034
Costa, Oswaldo L. V.; Okimura, Rodrigo T.
1
2007
A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. Zbl 1089.91020
Costa, Oswaldo L. V.; de Barros Nabholz, Rodrigo
1
2002
Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems. Zbl 0991.93124
Costa, Oswaldo L. V.; Aya, Julio C. C.
1
2002
Design of robust controller for linear systems with Markovian jumping parameters. Zbl 0935.93062
Benjelloun, K.; Boukas, E. K.; Costa, O. L. V.; Shi, P.
1
1998
Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems. Zbl 1390.93722
De Oliveira, A. M.; Costa, O. L. V.
10
2018
\(H_2\)-control of continuous-time hidden Markov jump linear systems. Zbl 1373.93371
Stadtmann, F.; Costa, O. L. V.
12
2017
\(\mathcal{H}_2\)-filtering for discrete-time hidden Markov jump systems. Zbl 1359.93499
de Oliveira, A. M.; Costa, O. L. V.
8
2017
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. Zbl 1338.90444
Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B.
6
2016
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. Zbl 1346.49023
Costa, O. L. V.; Dufour, F.
6
2015
LQ control of discrete-time jump systems with Markov chain in a general Borel space. Zbl 1360.93645
Costa, O. L. V.; Figueiredo, D. Z.
5
2015
Stochastic stability of jump discrete-time linear systems with Markov chain in a general Borel space. Zbl 1360.93735
Costa, O. L. V.; Figueiredo, D. Z.
14
2014
Stochastic stabilization and induced \(\ell_2\)-gain for discrete-time Markov jump Lur’e systems with control saturation. Zbl 1297.93175
Gonzaga, Carlos Alberto Cavichioli; Costa, Oswaldo Luiz V.
5
2014
Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises. Zbl 1308.93073
Costa, O. L. V.; Gonzaga, C. A. C.
4
2014
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
60
2013
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Zbl 1278.93263
Costa, O. L. V.; Benites, G. R. A. M.
7
2013
Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Zbl 1260.93173
Costa, Oswaldo L. V.; de Oliveira, Alexandre
28
2012
Average control of Markov decision processes with Feller transition probabilities and general action spaces. Zbl 1275.90123
Costa, O. L. V.; Dufour, F.
7
2012
Continuous control of piecewise deterministic Markov processes with long run average cost. Zbl 1283.93310
Costa, O. L. V.; Dufour, F.
1
2012
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Zbl 1219.93127
Costa, Oswaldo L. V.; Benites, Guilherme R. A. M.
14
2011
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Zbl 1222.60056
Costa, O. L. V.; Dufour, F.
2
2011
Average continuous control of piecewise deterministic Markov processes. Zbl 1213.60124
Costa, O. L. V.; Dufour, F.
14
2010
A separation principle for the continuous-time LQ-problem with Markovian jump parameters. Zbl 1368.93785
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
9
2010
Sampled control for mean-variance hedging in a jump diffusion financial market. Zbl 1368.93448
Costa, O. L. V.; Maiali, A. C.; Pinto, Afonso de C.
1
2010
The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes. Zbl 1193.60094
Costa, O. L. V.; Dufour, F.
5
2009
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Zbl 1168.93023
Costa, O. L. V.; Okimura, R. T.
2
2009
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Zbl 1157.91356
Costa, Oswaldo L. V.; Araujo, Michael V.
34
2008
Stability and ergodicity of piecewise deterministic Markov processes. Zbl 1159.60339
Costa, O. L. V.; Dufour, F.
28
2008
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Zbl 1115.49021
Costa, Oswaldo L. V.; de Paulo, Wanderlei L.
30
2007
Multiperiod mean-variance optimization with intertemporal restrictions. Zbl 1190.90272
Costa, O. L. V.; Nabholz, R. B.
7
2007
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations. Zbl 1117.93073
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
3
2007
Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Zbl 1150.60034
Costa, Oswaldo L. V.; Okimura, Rodrigo T.
1
2007
Ergodic properties and ergodic decompositions of continuous-time Markov processes. Zbl 1157.60070
Costa, O. L. V.; Dufour, F.
3
2006
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
236
2005
A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbance. Zbl 1139.93037
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
35
2005
Optimal linear mean square filter for continuous-time jump linear systems. Zbl 1365.93502
Fragoso, M. D.; Costa, O. L. V.; Baczynski, J.; Rocha, N.
6
2005
A sufficient condition for the existence of an invariant probability measure for Markov processes. Zbl 1086.60044
Costa, O. L. V.; Dufour, F.
3
2005
On the ergodic decomposition for a class of Markov chains. Zbl 1074.60074
Costa, O. L. V.; Dufour, F.
3
2005
\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. Zbl 1066.93065
Costa, O. L. V.; Tuesta, E. F.
9
2004
Comments on: “Stochastic stability of jump linear systems” by Y. Fang and K. A. Loparo. Zbl 1365.93538
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
7
2004
Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jumping parameters. Zbl 1125.93055
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
5
2004
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. Zbl 1364.49042
Costa, O. L. V.; Tuesta, E. F.
14
2003
On the Poisson equation for piecewise-deterministic Markov processes. Zbl 1041.60057
Costa, Oswaldo L. V.; Dufour, François
5
2003
Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. Zbl 1364.93795
Costa, O. L. V.; Guerra, S.
31
2002
Robust linear filtering for discrete-time hybrid Markov linear systems. Zbl 1018.93028
Costa, O. L. V.; Guerra, S.
22
2002
Robust portfolio selection using linear-matrix inequalities. Zbl 0996.91061
Costa, O. L. V.; Paiva, A. C.
19
2002
A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. Zbl 1089.91020
Costa, Oswaldo L. V.; de Barros Nabholz, Rodrigo
1
2002
Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems. Zbl 0991.93124
Costa, Oswaldo L. V.; Aya, Julio C. C.
1
2002
Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Zbl 0984.93051
Costa, O. L. V.; Aya, J. C. C.
7
2001
Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains. Zbl 1017.60081
Costa, O. L. V.; Dufour, F.
2
2001
Output feedback control of Markov jump linear systems in continuous-time. Zbl 0972.93074
de Farias, D. P.; Geromel, J. C.; do Val, J. B. R.; Costa, O. L. V.
123
2000
Robust \(H_2\)-control for discrete-time Markovian jump linear systems. Zbl 1026.93055
Costa, Oswaldo L. V.; Marques, Ricardo P.
13
2000
\(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters. Zbl 0971.93027
Benjelloun, K.; Boukas, E. K.; Costa, O. L. V.
9
2000
Impulse and continuous control of piecewise deterministic Markov processes. Zbl 1145.90461
Costa, O. L. V.; Raymundo, C. A. B.
5
2000
Invariant probability measures for a class of Feller Markov chains. Zbl 0970.60082
Costa, O. L. V.; Dufour, F.
4
2000
Optimal stopping with continuous control of piecewise deterministic Markov processes. Zbl 0967.60045
Costa, O. L. V.; Raymundo, C. A. B.; Dufour, F.
3
2000
Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis. Zbl 0939.93041
Costa, O. L. V.; do Val, J. B. R.; Geromel, J. C.
41
1999
Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Zbl 0933.93079
Costa, O. L. V.; Filho, Assumpção E. O.; Boukas, E. K.; Marques, R. P.
32
1999
Solutions for the linear-quadratic control problem of Markov jump linear systems. Zbl 0948.49018
do Val, J. B. R.; Geromel, J. C.; Costa, O. L. V.
16
1999
Stability of piecewise-deterministic Markov processes. Zbl 0936.60062
Dufour, François; Costa, Oswaldo L. V.
13
1999
Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. Zbl 0928.93047
Costa, O. L. V.; Marques, R. P.
11
1999
Mixed \(H_2/H_\infty\)-control of discrete-time Markovian jump linear systems. Zbl 0907.93062
Costa, Oswaldo L. V.; Marques, Ricardo P.
51
1998
A new approach to lineary perturbed Riccati equations arising in stochastic control. Zbl 0895.93042
Fragoso, M. D.; Costa, O. L. V.; de Souza, C. E.
33
1998
Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. Zbl 1056.93537
do Val, J. B. R.; Geromel, J. C.; Costa, O. L. V.
10
1998
Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps. Zbl 0919.93082
Costa, O. L. V.; Boukas, E. K.
10
1998
Design of robust controller for linear systems with Markovian jumping parameters. Zbl 0935.93062
Benjelloun, K.; Boukas, E. K.; Costa, O. L. V.; Shi, P.
1
1998
A convex programming approach to \(H_2\) control of discrete-time Markovian jump linear systems. Zbl 0951.93536
Costa, O. L. V.; Do Val, J. B. R.; Geromel, J. C.
29
1997
Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems. Zbl 0862.93025
Costa, O. L. V.; do Val, J. B. R.
17
1996
State feedback \(H_ \infty\)-control for discrete-time infinite-dimensional stochastic bilinear systems. Zbl 0844.93036
Costa, O. L. V.; Kubrusly, C. S.
16
1996
Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations. Zbl 0855.93092
Costa, O. L. V.
4
1996
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. Zbl 0843.93091
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
44
1995
Discrete-time coupled Riccati equations for systems with Markov switching parameters. Zbl 0835.93059
Costa, Oswaldo L. V.
5
1995
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. Zbl 0925.93567
Costa, O. L. V.
27
1994
Stability results for discrete-time linear systems with Markovian jumping parameters. Zbl 0790.93108
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
109
1993
Discretizations for the average impulse control of piecewise deterministic processes. Zbl 0776.60089
Costa, O. L. V.
2
1993
Impulse control of piecewise-deterministic processes via linear programming. Zbl 0753.93081
Costa, O. L. V.
2
1991
Lyapunov equation for infinite-dimensional discrete bilinear systems. Zbl 0739.93057
Costa, O. L. V.; Kubrusly, C. S.
2
1991
Stationary distributions for piecewise-deterministic Markov processes. Zbl 0703.60068
Costa, O. L. V.
13
1990
Impulse control of piecewise-deterministic processes. Zbl 0675.93077
Costa, O. L. V.; Davis, M. H. A.
14
1989
Average impulse control of piecewise deterministic processes. Zbl 0696.90082
Costa, O. L. V.
4
1989
Approximations for optimal stopping of a piecewise-deterministic process. Zbl 0657.93077
Costa, O. L. V.; Davis, M. H. A.
7
1988
Mean square stability conditions for discrete stochastic bilinear systems. Zbl 0591.93061
Kubrusly, C. S.; Costa, O. L. V.
10
1985
all top 5

Cited by 1,273 Authors

36 Costa, Oswaldo Luiz V.
30 Shi, Peng
21 Dragan, Vasile
21 Zhang, Weihai
20 Lam, James
19 Fragoso, Marcelo Dutra
17 Boukas, El-Kébir
17 Liu, Fei
17 Zhang, Qingling
16 Geromel, Jose Claudio
16 Wang, Guoliang
15 Dufour, François
14 do Val, João B. R.
12 Park, Juhyun (Jessie)
11 Morozan, Toader
11 Wu, Zhengguang
11 Xu, Shengyuan
10 Colaneri, Patrizio
10 Costa, Eduardo Fontoura
10 Hou, Ting
10 Karimi, Hamid Reza
10 Shaked, Uri
10 Zhang, Lixian
9 Aberkane, Samir
9 Gershon, Eli
9 Gonçalves, Alim P. C.
8 Ivanov, Ivan Ganchev
8 Ma, Hongji
8 Su, Hongye
8 Todorov, Marcos Garcia
8 Yang, Chunyu
8 Zhang, Huanshui
7 do Valle Costa, Oswaldo Luiz
7 Fioravanti, André Ricardo
7 Mao, Xuerong
7 Nguang, Sing Kiong
7 Shen, Hao
7 Shen, Mouquan
7 Vargas, Alessandro N.
6 Bolzern, Paolo
6 Duan, Guangren
6 Fabozzi, Frank J.
6 Guo, Yafeng
6 Ma, Shuping
6 Oliveira, Ricardo C. L. F.
6 Shi, Yang
6 Terra, Marco Henrique
6 Xie, Lihua
6 Xiong, Junlin
6 Yin, Yanyan
6 Yuan, Chenggui
5 Baczynski, Jack
5 De Nicolao, Giuseppe
5 Goreac, Dan
5 Guan, Zhihong
5 He, Shuping
5 Hespanha, João Pedro
5 Huang, Tingwen
5 Ishii, Hideaki
5 Kim, Sunghyun Henri
5 Lim, Cheng-Chew
5 Ogura, Masaki
5 Peres, Pedro L. D.
5 Piunovskiĭ, Alekseĭ Borisovich
5 Qi, Wenhai
5 Qiu, Li
5 Shu, Zhan
5 Ungureanu, Viorica Mariela
5 Wen, Shiping
5 Yang, Guanghong
5 Zeng, Zhigang
5 Zhang, Chenghui
5 Zhang, Jifeng
5 Zhu, Shushang
4 Başar, Tamer
4 Bemporad, Alberto
4 Borzì, Alfio
4 Chávez-Fuentes, Jorge R.
4 de Souza, Carlos Emanuel
4 Freiling, Gerhard
4 Fu, Minyue
4 Gao, Huijun
4 Gao, Ming
4 Genadot, Alexandre
4 Han, Chunyan
4 Huang, Biao
4 Huang, Dashan
4 Jia, Yingmin
4 Li, Zhaoyan
4 Liu, Huaping
4 Liu, Yongjun
4 Liu, Yueying
4 Ludkovski, Michael
4 Malrieu, Florent
4 Morais, Cecília F.
4 Park, PooGyeon
4 Shen, Hao
4 Sheng, Li
4 Stoica, Adrian-Mihail
4 Sun, Fuchun
...and 1,173 more Authors
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Cited in 131 Serials

153 Automatica
78 Journal of the Franklin Institute
43 Systems & Control Letters
40 International Journal of Robust and Nonlinear Control
39 International Journal of Control
36 Mathematical Problems in Engineering
24 Applied Mathematics and Computation
20 Nonlinear Analysis. Hybrid Systems
19 SIAM Journal on Control and Optimization
18 Journal of Mathematical Analysis and Applications
17 European Journal of Control
16 Information Sciences
15 International Journal of Systems Science
15 International Journal of Systems Science. Principles and Applications of Systems and Integration
14 Journal of Optimization Theory and Applications
14 Optimal Control Applications & Methods
14 Asian Journal of Control
13 Stochastic Analysis and Applications
12 Circuits, Systems, and Signal Processing
11 Journal of Economic Dynamics & Control
9 MCSS. Mathematics of Control, Signals, and Systems
9 International Journal of Adaptive Control and Signal Processing
9 Applied Mathematical Modelling
9 European Journal of Operational Research
9 Journal of Systems Science and Complexity
8 Linear Algebra and its Applications
8 Stochastic Processes and their Applications
8 Complexity
8 Nonlinear Dynamics
7 Abstract and Applied Analysis
6 Journal of Applied Probability
6 Discrete Dynamics in Nature and Society
5 Applied Mathematics and Optimization
5 Journal of Computational and Applied Mathematics
5 Insurance Mathematics & Economics
5 Signal Processing
4 Advances in Applied Probability
4 Fuzzy Sets and Systems
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 The Annals of Applied Probability
4 Journal of Difference Equations and Applications
4 The ANZIAM Journal
4 Quantitative Finance
3 Computers & Mathematics with Applications
3 Mathematics and Computers in Simulation
3 Statistics & Probability Letters
3 Operations Research Letters
3 Annals of Operations Research
3 Economics Letters
3 Automation and Remote Control
3 Journal of Control Theory and Applications
2 Journal of Mathematical Biology
2 Journal of Economic Theory
2 Numerical Functional Analysis and Optimization
2 Acta Applicandae Mathematicae
2 Queueing Systems
2 European Journal of Applied Mathematics
2 Journal of Applied Mathematics
2 OR Spectrum
2 Science in China. Series F
2 Journal of Industrial and Management Optimization
2 Networks and Heterogeneous Media
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Mathematical Methods in the Applied Sciences
1 Bulletin of Mathematical Biology
1 Chaos, Solitons and Fractals
1 The Annals of Probability
1 International Economic Review
1 Journal of Differential Equations
1 Journal of Econometrics
1 Journal of Mathematical Psychology
1 Mathematics of Operations Research
1 Transactions of the American Mathematical Society
1 Ergodic Theory and Dynamical Systems
1 Chinese Annals of Mathematics. Series B
1 Physica D
1 Optimization
1 Probability Theory and Related Fields
1 Information and Computation
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Neural Networks
1 Journal of Applied Mathematics and Stochastic Analysis
1 Japan Journal of Industrial and Applied Mathematics
1 Journal of Global Optimization
1 Numerical Algorithms
1 International Journal of Computer Mathematics
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 SIAM Review
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Stochastics and Stochastics Reports
1 SIAM Journal on Optimization
1 Russian Mathematics
1 Potential Analysis
1 Test
1 Journal of Computer and Systems Sciences International
1 Numerical Linear Algebra with Applications
1 Computational and Applied Mathematics
1 Bernoulli
1 Differential Equations and Dynamical Systems
...and 31 more Serials

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