Edit Profile (opens in new tab) Costa, Oswaldo Luiz V. Compute Distance To: Compute Author ID: costa.oswaldo-luiz-v Published as: Costa, O. L. V.; Costa, Oswaldo L. V.; Costa, Oswaldo Luiz V. more...less External Links: ORCID Documents Indexed: 108 Publications since 1985, including 2 Books 2 Contributions as Editor Co-Authors: 51 Co-Authors with 97 Joint Publications 867 Co-Co-Authors all top 5 Co-Authors 11 single-authored 22 Dufour, François 15 Fragoso, Marcelo Dutra 7 de Oliveira, André M. 7 do Val, João B. R. 7 Kubrusly, Carlos S. 5 Geromel, Jose Claudio 5 Marques, Ricardo P. 4 Boukas, El-Kébir 3 Benites, Guilherme R. A. M. 2 Aya, Julio C. C. 2 Baczynski, Jack 2 Barbieri, Fabio 2 Benjelloun, Khalid 2 Daafouz, Jamal 2 Davis, Mark Herbert Ainsworth 2 Figueiredo, Danilo Zucolli 2 Gabriel, Gabriela Werner 2 Gonzaga, Carlos Alberto Cavichioli 2 Marcorin de Oliveira, André 2 Okimura, Rodrigo T. 2 Raymundo, C. A. B. 2 Stadtmann, F. 2 Tuesta, E. F. 1 Araujo, Michael V. 1 Barros dos Santos, Sergio R. 1 de Barros Nabholz, Rodrigo 1 De Farias, D. P. 1 de Oliveira Ribeiro, Celma 1 de Oliveira, Alexandre César Muniz 1 de Oliveria, A. M. 1 de Paulo, Wanderlei L. 1 de Souza, Carlos Emanuel 1 Ferreira, Giselle M. S. 1 Filho, Assumpção E. O. 1 Filho, E. V. Queiroz 1 Fioravanti, André Ricardo 1 Maiali, A. C. 1 Morărescu, Irinel-Constantin 1 Nabholz, R. B. 1 Paiva, Anselmo Cardoso 1 Pinto, Afonso de C. 1 Piunovskiĭ, Alekseĭ Borisovich 1 Postoyan, Romain 1 Rocha, Nei C. S. 1 Shi, Peng 1 Souza, Matheus 1 Stern, Julio Michael 1 Takada, Hellinton H. 1 Todorov, Marcos Garcia 1 Varma, Vineeth Satheeskumar 1 Zabala, Yeison Andres all top 5 Serials 19 IEEE Transactions on Automatic Control 10 International Journal of Control 8 Automatica 7 SIAM Journal on Control and Optimization 6 Journal of Mathematical Analysis and Applications 5 Journal of Applied Probability 5 Journal of Optimization Theory and Applications 5 IMA Journal of Mathematical Control and Information 4 Applied Mathematics and Optimization 4 MCSS. Mathematics of Control, Signals, and Systems 4 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 Systems & Control Letters 2 Statistics & Probability Letters 2 Stochastic Analysis and Applications 2 Stochastics and Stochastics Reports 2 International Journal of Robust and Nonlinear Control 2 Computational and Applied Mathematics 2 Mathematical Problems in Engineering 2 European Journal of Control 2 Probability and its Applications 1 Journal of the Franklin Institute 1 Journal of Economic Dynamics & Control 1 Stochastic Processes and their Applications 1 Journal of Mathematical Systems, Estimation, and Control 1 Mathematical Methods of Operations Research 1 Mathematical Reports 1 Stochastics 1 Annals of the Academy of Romanian Scientists. Mathematics and its Applications all top 5 Fields 92 Systems theory; control (93-XX) 54 Probability theory and stochastic processes (60-XX) 24 Operations research, mathematical programming (90-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 3 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 2 Operator theory (47-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 85 Publications have been cited 1,627 times in 1,002 Documents Cited by ▼ Year ▼ Discrete-time Markov jump linear systems. Zbl 1081.93001Costa, O. L. V.; Fragoso, M. D.; Marques, R. P. 272 2005 Output feedback control of Markov jump linear systems in continuous-time. Zbl 0972.93074de Farias, D. P.; Geromel, J. C.; do Val, J. B. R.; Costa, O. L. V. 135 2000 Stability results for discrete-time linear systems with Markovian jumping parameters. Zbl 0790.93108Costa, Oswaldo L. V.; Fragoso, Marcelo D. 117 1993 Continuous-time Markov jump linear systems. Zbl 1277.60003Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G. 72 2013 Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. Zbl 0843.93091Costa, Oswaldo L. V.; Fragoso, Marcelo D. 48 1995 Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis. Zbl 0939.93041Costa, O. L. V.; do Val, J. B. R.; Geromel, J. C. 45 1999 Mixed \(H_2/H_\infty\)-control of discrete-time Markovian jump linear systems. Zbl 0907.93062Costa, Oswaldo L. V.; Marques, Ricardo P. 42 1998 A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbance. Zbl 1139.93037Fragoso, Marcelo D.; Costa, Oswaldo L. V. 41 2005 A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Zbl 1157.91356Costa, Oswaldo L. V.; Araujo, Michael V. 40 2008 Stability and ergodicity of piecewise deterministic Markov processes. Zbl 1159.60339Costa, O. L. V.; Dufour, F. 39 2008 Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. Zbl 1364.93795Costa, O. L. V.; Guerra, S. 36 2002 Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Zbl 0933.93079Costa, O. L. V.; Filho, Assumpção E. O.; Boukas, E. K.; Marques, R. P. 36 1999 Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Zbl 1115.49021Costa, Oswaldo L. V.; de Paulo, Wanderlei L. 35 2007 A new approach to lineary perturbed Riccati equations arising in stochastic control. Zbl 0895.93042Fragoso, M. D.; Costa, O. L. V.; de Souza, C. E. 34 1998 Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Zbl 1260.93173Costa, Oswaldo L. V.; de Oliveira, Alexandre 33 2012 A convex programming approach to \(H_2\) control of discrete-time Markovian jump linear systems. Zbl 0951.93536Costa, O. L. V.; Do Val, J. B. R.; Geromel, J. C. 30 1997 Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. Zbl 0925.93567Costa, O. L. V. 30 1994 \(H_2\)-control of continuous-time hidden Markov jump linear systems. Zbl 1373.93371Stadtmann, F.; Costa, O. L. V. 25 2017 Robust linear filtering for discrete-time hybrid Markov linear systems. Zbl 1018.93028Costa, O. L. V.; Guerra, S. 24 2002 Robust portfolio selection using linear-matrix inequalities. Zbl 0996.91061Costa, O. L. V.; Paiva, A. C. 21 2002 Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems. Zbl 1390.93722De Oliveira, A. M.; Costa, O. L. V. 19 2018 Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems. Zbl 0862.93025Costa, O. L. V.; do Val, J. B. R. 17 1996 Average continuous control of piecewise deterministic Markov processes. Zbl 1213.60124Costa, O. L. V.; Dufour, F. 17 2010 Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Zbl 1219.93127Costa, Oswaldo L. V.; Benites, Guilherme R. A. M. 17 2011 Impulse control of piecewise-deterministic processes. Zbl 0675.93077Costa, O. L. V.; Davis, M. H. A. 16 1989 Stability of piecewise-deterministic Markov processes. Zbl 0936.60062Dufour, François; Costa, Oswaldo L. V. 16 1999 Solutions for the linear-quadratic control problem of Markov jump linear systems. Zbl 0948.49018do 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 0844.93036Costa, O. L. V.; Kubrusly, C. S. 15 1996 \(\mathcal{H}_2\)-filtering for discrete-time hidden Markov jump systems. Zbl 1359.93499de Oliveira, A. M.; Costa, O. L. V. 15 2017 Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. Zbl 1364.49042Costa, O. L. V.; Tuesta, E. F. 14 2003 Stationary distributions for piecewise-deterministic Markov processes. Zbl 0703.60068Costa, O. L. V. 14 1990 Stochastic stability of jump discrete-time linear systems with Markov chain in a general Borel space. Zbl 1360.93735Costa, O. L. V.; Figueiredo, D. Z. 14 2014 \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. Zbl 1066.93065Costa, O. L. V.; Tuesta, E. F. 13 2004 Mean square stability conditions for discrete stochastic bilinear systems. Zbl 0591.93061Kubrusly, C. S.; Costa, O. L. V. 12 1985 Robust \(H_2\)-control for discrete-time Markovian jump linear systems. Zbl 1026.93055Costa, Oswaldo L. V.; Marques, Ricardo P. 12 2000 Average control of Markov decision processes with Feller transition probabilities and general action spaces. Zbl 1275.90123Costa, O. L. V.; Dufour, F. 11 2012 Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. Zbl 1338.90444Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B. 11 2016 A separation principle for the continuous-time LQ-problem with Markovian jump parameters. Zbl 1368.93785Fragoso, Marcelo D.; Costa, Oswaldo L. V. 11 2010 Multiperiod mean-variance optimization with intertemporal restrictions. Zbl 1190.90272Costa, O. L. V.; Nabholz, R. B. 11 2007 Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. Zbl 0928.93047Costa, O. L. V.; Marques, R. P. 11 1999 Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. Zbl 1056.93537do 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 0919.93082Costa, O. L. V.; Boukas, E. K. 10 1998 Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Zbl 1278.93263Costa, O. L. V.; Benites, G. R. A. M. 9 2013 \(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters. Zbl 0971.93027Benjelloun, K.; Boukas, E. K.; Costa, O. L. V. 9 2000 Impulse and continuous control of piecewise deterministic Markov processes. Zbl 1145.90461Costa, O. L. V.; Raymundo, C. A. B. 9 2000 Approximations for optimal stopping of a piecewise-deterministic process. Zbl 0657.93077Costa, O. L. V.; Davis, M. H. A. 8 1988 The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes. Zbl 1193.60094Costa, O. L. V.; Dufour, F. 8 2009 Optimal linear mean square filter for continuous-time jump linear systems. Zbl 1365.93502Fragoso, M. D.; Costa, O. L. V.; Baczynski, J.; Rocha, N. 7 2005 Stochastic stabilization and induced \(\ell_2\)-gain for discrete-time Markov jump Lur’e systems with control saturation. Zbl 1297.93175Gonzaga, Carlos Alberto Cavichioli; Costa, Oswaldo Luiz V. 7 2014 Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Zbl 0984.93051Costa, O. L. V.; Aya, J. C. C. 7 2001 Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jumping parameters. Zbl 1125.93055Fragoso, Marcelo D.; Costa, Oswaldo L. V. 7 2004 A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. Zbl 1346.49023Costa, O. L. V.; Dufour, F. 6 2015 Comments on: “Stochastic stability of jump linear systems” by Y. Fang and K. A. Loparo. Zbl 1365.93538Costa, Oswaldo L. V.; Fragoso, Marcelo D. 6 2004 LQ control of discrete-time jump systems with Markov chain in a general Borel space. Zbl 1360.93645Costa, O. L. V.; Figueiredo, D. Z. 6 2015 Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises. Zbl 1308.93073Costa, O. L. V.; Gonzaga, C. A. C. 5 2014 Discrete-time coupled Riccati equations for systems with Markov switching parameters. Zbl 0835.93059Costa, Oswaldo L. V. 5 1995 On the Poisson equation for piecewise-deterministic Markov processes. Zbl 1041.60057Costa, Oswaldo L. V.; Dufour, François 5 2003 Average impulse control of piecewise deterministic processes. Zbl 0696.90082Costa, O. L. V. 4 1989 Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations. Zbl 0855.93092Costa, O. L. V. 4 1996 Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Zbl 1485.93623Barbieri, Fabio; Costa, Oswaldo L. V. 4 2018 Mixed \(\mathcal{H}_2/ \mathcal{H}_\infty\) filtering for Markov jump linear systems. Zbl 1482.93620de Oliveira, A. M.; Costa, O. L. V. 4 2018 An iterative approach for the discrete-time dynamic control of Markov jump linear systems with partial information. Zbl 1440.93242Marcorin de Oliveira, André; Costa, O. L. V. 4 2020 A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations. Zbl 1117.93073Costa, Oswaldo L. V.; Fragoso, Marcelo D. 4 2007 Ergodic properties and ergodic decompositions of continuous-time Markov processes. Zbl 1157.60070Costa, O. L. V.; Dufour, F. 4 2006 Invariant probability measures for a class of Feller Markov chains. Zbl 0970.60082Costa, O. L. V.; Dufour, F. 4 2000 Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Zbl 1168.93023Costa, O. L. V.; Okimura, R. T. 3 2009 On the ergodic decomposition for a class of Markov chains. Zbl 1074.60074Costa, O. L. V.; Dufour, F. 3 2005 A sufficient condition for the existence of an invariant probability measure for Markov processes. Zbl 1086.60044Costa, O. L. V.; Dufour, F. 3 2005 Optimal stopping with continuous control of piecewise deterministic Markov processes. Zbl 0967.60045Costa, O. L. V.; Raymundo, C. A. B.; Dufour, F. 3 2000 Lyapunov equation for infinite-dimensional discrete bilinear systems. Zbl 0739.93057Costa, O. L. V.; Kubrusly, C. S. 2 1991 Impulse control of piecewise-deterministic processes via linear programming. Zbl 0753.93081Costa, O. L. V. 2 1991 Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Zbl 1222.60056Costa, O. L. V.; Dufour, F. 2 2011 Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. Zbl 1485.93626de Oliveira, A. M.; Costa, O. L. V.; Fragoso, M. D.; Stadtmann, F. 2 2022 Discretizations for the average impulse control of piecewise deterministic processes. Zbl 0776.60089Costa, O. L. V. 2 1993 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains. Zbl 1017.60081Costa, O. L. V.; Dufour, F. 2 2001 A detector-based approach for the constrained quadratic control of discrete-time Markovian jump linear systems. Zbl 07256243Zabala, Yeison Andres; Costa, Oswaldo Luiz V. 1 2020 \(\mathcal{H}_2\) dynamic output feedback control for hidden Markov jump linear systems. Zbl 1427.93069de Oliveria, A. M.; Costa, O. L. V.; Daafouz, J. 1 2019 Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes. Zbl 1502.90187Costa, O. L. V.; Dufour, F. 1 2019 Continuous control of piecewise deterministic Markov processes with long run average cost. Zbl 1283.93310Costa, O. L. V.; Dufour, F. 1 2012 Sampled control for mean-variance hedging in a jump diffusion financial market. Zbl 1368.93448Costa, 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 1150.60034Costa, Oswaldo L. V.; Okimura, Rodrigo T. 1 2007 Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems. Zbl 0991.93124Costa, Oswaldo L. V.; Aya, Julio C. C. 1 2002 A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. Zbl 1089.91020Costa, Oswaldo L. V.; de Barros Nabholz, Rodrigo 1 2002 Design of robust controller for linear systems with Markovian jumping parameters. Zbl 0935.93062Benjelloun, K.; Boukas, E. K.; Costa, O. L. V.; Shi, P. 1 1998 The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. Zbl 1207.93114Costa, O. L. V.; Dufour, F. 1 2010 Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. Zbl 1485.93626de Oliveira, A. M.; Costa, O. L. V.; Fragoso, M. D.; Stadtmann, F. 2 2022 An iterative approach for the discrete-time dynamic control of Markov jump linear systems with partial information. Zbl 1440.93242Marcorin de Oliveira, André; Costa, O. L. V. 4 2020 A detector-based approach for the constrained quadratic control of discrete-time Markovian jump linear systems. Zbl 07256243Zabala, Yeison Andres; Costa, Oswaldo Luiz V. 1 2020 \(\mathcal{H}_2\) dynamic output feedback control for hidden Markov jump linear systems. Zbl 1427.93069de Oliveria, A. M.; Costa, O. L. V.; Daafouz, J. 1 2019 Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes. Zbl 1502.90187Costa, O. L. V.; Dufour, F. 1 2019 Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems. Zbl 1390.93722De Oliveira, A. M.; Costa, O. L. V. 19 2018 Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Zbl 1485.93623Barbieri, Fabio; Costa, Oswaldo L. V. 4 2018 Mixed \(\mathcal{H}_2/ \mathcal{H}_\infty\) filtering for Markov jump linear systems. Zbl 1482.93620de Oliveira, A. M.; Costa, O. L. V. 4 2018 \(H_2\)-control of continuous-time hidden Markov jump linear systems. Zbl 1373.93371Stadtmann, F.; Costa, O. L. V. 25 2017 \(\mathcal{H}_2\)-filtering for discrete-time hidden Markov jump systems. Zbl 1359.93499de Oliveira, A. M.; Costa, O. L. V. 15 2017 Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. Zbl 1338.90444Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B. 11 2016 A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. Zbl 1346.49023Costa, O. L. V.; Dufour, F. 6 2015 LQ control of discrete-time jump systems with Markov chain in a general Borel space. Zbl 1360.93645Costa, O. L. V.; Figueiredo, D. Z. 6 2015 Stochastic stability of jump discrete-time linear systems with Markov chain in a general Borel space. Zbl 1360.93735Costa, 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 1297.93175Gonzaga, Carlos Alberto Cavichioli; Costa, Oswaldo Luiz V. 7 2014 Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises. Zbl 1308.93073Costa, O. L. V.; Gonzaga, C. A. C. 5 2014 Continuous-time Markov jump linear systems. Zbl 1277.60003Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G. 72 2013 Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Zbl 1278.93263Costa, O. L. V.; Benites, G. R. A. M. 9 2013 Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Zbl 1260.93173Costa, Oswaldo L. V.; de Oliveira, Alexandre 33 2012 Average control of Markov decision processes with Feller transition probabilities and general action spaces. Zbl 1275.90123Costa, O. L. V.; Dufour, F. 11 2012 Continuous control of piecewise deterministic Markov processes with long run average cost. Zbl 1283.93310Costa, O. L. V.; Dufour, F. 1 2012 Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Zbl 1219.93127Costa, Oswaldo L. V.; Benites, Guilherme R. A. M. 17 2011 Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Zbl 1222.60056Costa, O. L. V.; Dufour, F. 2 2011 Average continuous control of piecewise deterministic Markov processes. Zbl 1213.60124Costa, O. L. V.; Dufour, F. 17 2010 A separation principle for the continuous-time LQ-problem with Markovian jump parameters. Zbl 1368.93785Fragoso, Marcelo D.; Costa, Oswaldo L. V. 11 2010 Sampled control for mean-variance hedging in a jump diffusion financial market. Zbl 1368.93448Costa, O. L. V.; Maiali, A. C.; Pinto, Afonso de C. 1 2010 The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. Zbl 1207.93114Costa, O. L. V.; Dufour, F. 1 2010 The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes. Zbl 1193.60094Costa, O. L. V.; Dufour, F. 8 2009 Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Zbl 1168.93023Costa, O. L. V.; Okimura, R. T. 3 2009 A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Zbl 1157.91356Costa, Oswaldo L. V.; Araujo, Michael V. 40 2008 Stability and ergodicity of piecewise deterministic Markov processes. Zbl 1159.60339Costa, O. L. V.; Dufour, F. 39 2008 Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Zbl 1115.49021Costa, Oswaldo L. V.; de Paulo, Wanderlei L. 35 2007 Multiperiod mean-variance optimization with intertemporal restrictions. Zbl 1190.90272Costa, O. L. V.; Nabholz, R. B. 11 2007 A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations. Zbl 1117.93073Costa, Oswaldo L. V.; Fragoso, Marcelo D. 4 2007 Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Zbl 1150.60034Costa, Oswaldo L. V.; Okimura, Rodrigo T. 1 2007 Ergodic properties and ergodic decompositions of continuous-time Markov processes. Zbl 1157.60070Costa, O. L. V.; Dufour, F. 4 2006 Discrete-time Markov jump linear systems. Zbl 1081.93001Costa, O. L. V.; Fragoso, M. D.; Marques, R. P. 272 2005 A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbance. Zbl 1139.93037Fragoso, Marcelo D.; Costa, Oswaldo L. V. 41 2005 Optimal linear mean square filter for continuous-time jump linear systems. Zbl 1365.93502Fragoso, M. D.; Costa, O. L. V.; Baczynski, J.; Rocha, N. 7 2005 On the ergodic decomposition for a class of Markov chains. Zbl 1074.60074Costa, O. L. V.; Dufour, F. 3 2005 A sufficient condition for the existence of an invariant probability measure for Markov processes. Zbl 1086.60044Costa, O. L. V.; Dufour, F. 3 2005 \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. Zbl 1066.93065Costa, O. L. V.; Tuesta, E. F. 13 2004 Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jumping parameters. Zbl 1125.93055Fragoso, Marcelo D.; Costa, Oswaldo L. V. 7 2004 Comments on: “Stochastic stability of jump linear systems” by Y. Fang and K. A. Loparo. Zbl 1365.93538Costa, Oswaldo L. V.; Fragoso, Marcelo D. 6 2004 Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. Zbl 1364.49042Costa, O. L. V.; Tuesta, E. F. 14 2003 On the Poisson equation for piecewise-deterministic Markov processes. Zbl 1041.60057Costa, Oswaldo L. V.; Dufour, François 5 2003 Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. Zbl 1364.93795Costa, O. L. V.; Guerra, S. 36 2002 Robust linear filtering for discrete-time hybrid Markov linear systems. Zbl 1018.93028Costa, O. L. V.; Guerra, S. 24 2002 Robust portfolio selection using linear-matrix inequalities. Zbl 0996.91061Costa, O. L. V.; Paiva, A. C. 21 2002 Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems. Zbl 0991.93124Costa, Oswaldo L. V.; Aya, Julio C. C. 1 2002 A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. Zbl 1089.91020Costa, Oswaldo L. V.; de Barros Nabholz, Rodrigo 1 2002 Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Zbl 0984.93051Costa, O. L. V.; Aya, J. C. C. 7 2001 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains. Zbl 1017.60081Costa, O. L. V.; Dufour, F. 2 2001 Output feedback control of Markov jump linear systems in continuous-time. Zbl 0972.93074de Farias, D. P.; Geromel, J. C.; do Val, J. B. R.; Costa, O. L. V. 135 2000 Robust \(H_2\)-control for discrete-time Markovian jump linear systems. Zbl 1026.93055Costa, Oswaldo L. V.; Marques, Ricardo P. 12 2000 \(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters. Zbl 0971.93027Benjelloun, K.; Boukas, E. K.; Costa, O. L. V. 9 2000 Impulse and continuous control of piecewise deterministic Markov processes. Zbl 1145.90461Costa, O. L. V.; Raymundo, C. A. B. 9 2000 Invariant probability measures for a class of Feller Markov chains. Zbl 0970.60082Costa, O. L. V.; Dufour, F. 4 2000 Optimal stopping with continuous control of piecewise deterministic Markov processes. Zbl 0967.60045Costa, 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 0939.93041Costa, O. L. V.; do Val, J. B. R.; Geromel, J. C. 45 1999 Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Zbl 0933.93079Costa, O. L. V.; Filho, Assumpção E. O.; Boukas, E. K.; Marques, R. P. 36 1999 Stability of piecewise-deterministic Markov processes. Zbl 0936.60062Dufour, François; Costa, Oswaldo L. V. 16 1999 Solutions for the linear-quadratic control problem of Markov jump linear systems. Zbl 0948.49018do Val, J. B. R.; Geromel, J. C.; Costa, O. L. V. 16 1999 Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. Zbl 0928.93047Costa, O. L. V.; Marques, R. P. 11 1999 Mixed \(H_2/H_\infty\)-control of discrete-time Markovian jump linear systems. Zbl 0907.93062Costa, Oswaldo L. V.; Marques, Ricardo P. 42 1998 A new approach to lineary perturbed Riccati equations arising in stochastic control. Zbl 0895.93042Fragoso, M. D.; Costa, O. L. V.; de Souza, C. E. 34 1998 Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. Zbl 1056.93537do 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 0919.93082Costa, O. L. V.; Boukas, E. K. 10 1998 Design of robust controller for linear systems with Markovian jumping parameters. Zbl 0935.93062Benjelloun, 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 0951.93536Costa, O. L. V.; Do Val, J. B. R.; Geromel, J. C. 30 1997 Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems. Zbl 0862.93025Costa, O. L. V.; do Val, J. B. R. 17 1996 State feedback \(H_ \infty\)-control for discrete-time infinite-dimensional stochastic bilinear systems. Zbl 0844.93036Costa, O. L. V.; Kubrusly, C. S. 15 1996 Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations. Zbl 0855.93092Costa, O. L. V. 4 1996 Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. Zbl 0843.93091Costa, Oswaldo L. V.; Fragoso, Marcelo D. 48 1995 Discrete-time coupled Riccati equations for systems with Markov switching parameters. Zbl 0835.93059Costa, Oswaldo L. V. 5 1995 Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. Zbl 0925.93567Costa, O. L. V. 30 1994 Stability results for discrete-time linear systems with Markovian jumping parameters. Zbl 0790.93108Costa, Oswaldo L. V.; Fragoso, Marcelo D. 117 1993 Discretizations for the average impulse control of piecewise deterministic processes. Zbl 0776.60089Costa, O. L. V. 2 1993 Lyapunov equation for infinite-dimensional discrete bilinear systems. Zbl 0739.93057Costa, O. L. V.; Kubrusly, C. S. 2 1991 Impulse control of piecewise-deterministic processes via linear programming. Zbl 0753.93081Costa, O. L. V. 2 1991 Stationary distributions for piecewise-deterministic Markov processes. Zbl 0703.60068Costa, O. L. V. 14 1990 Impulse control of piecewise-deterministic processes. Zbl 0675.93077Costa, O. L. V.; Davis, M. H. A. 16 1989 Average impulse control of piecewise deterministic processes. Zbl 0696.90082Costa, O. L. V. 4 1989 Approximations for optimal stopping of a piecewise-deterministic process. Zbl 0657.93077Costa, O. L. V.; Davis, M. H. A. 8 1988 Mean square stability conditions for discrete stochastic bilinear systems. Zbl 0591.93061Kubrusly, C. S.; Costa, O. L. V. 12 1985 all cited Publications top 5 cited Publications all top 5 Cited by 1,416 Authors 47 Costa, Oswaldo Luiz V. 32 Shi, Peng 22 Drăgan, Vasile 21 Fragoso, Marcelo Dutra 21 Zhang, Weihai 20 Lam, James 20 Liu, Fei 19 Dufour, François 18 Wang, Guoliang 18 Zhang, Qingling 17 Boukas, El-Kébir 16 Geromel, Jose Claudio 14 Park, Juhyun (Jessie) 13 Wu, Zhengguang 12 do Val, João B. R. 12 Karimi, Hamid Reza 11 Vargas, Alessandro N. 11 Xu, Shengyuan 10 Hou, Ting 10 Morozan, Toader 10 Shaked, Uri 10 Todorov, Marcos Garcia 10 Zhang, Huanshui 10 Zhang, Lixian 9 Colaneri, Patrizio 9 do Valle Costa, Oswaldo Luiz 9 Fioravanti, André Ricardo 9 Gershon, Eli 9 Gonçalves, Alim P. C. 9 Piunovskiĭ, Alekseĭ Borisovich 9 Shen, Mouquan 9 Su, Hongye 8 Aberkane, Samir 8 Ivanov, Ivan Ganchev 8 Ma, Hongji 8 Mao, Xuerong 8 Yang, Chunyu 8 Yin, Yanyan 7 Ma, Shuping 7 Nguang, Sing Kiong 7 Oliveira, Ricardo C. L. F. 7 Qi, Wenhai 7 Shen, Hao 7 Xiong, Junlin 6 Bolzern, Paolo 6 Duan, Guangren 6 Fabozzi, Frank J. 6 Guo, Yafeng 6 Han, Chunyan 6 Horbacz, Katarzyna 6 Lim, Cheng-Chew 6 Shu, Zhan 6 Terra, Marco Henrique 6 Xie, Lihua 6 Yuan, Chenggui 6 Zhang, Yi 5 Baczynski, Jack 5 Chávez-Fuentes, Jorge R. 5 Cheng, Jun 5 Czapla, Dawid 5 De Nicolao, Giuseppe 5 de Oliveira, André M. 5 Fu, Minyue 5 Goreac, Dan 5 Gu, Guoxiang 5 Guo, Xianping 5 He, Shuping 5 Hespanha, João Pedro 5 Huang, Biao 5 Huang, Tingwen 5 Li, Xun 5 Li, Zhaoyan 5 Niu, Yugang 5 Ogura, Masaki 5 Peres, Pedro L. D. 5 Qiu, Li 5 Shi, Yang 5 Ungureanu, Viorica Mariela 5 Wen, Shiping 5 Wojewódka-Ściążko, Hanna 5 Wu, Huiling 5 Xia, Jianwei 5 Yang, Guanghong 5 Zeng, Zhigang 5 Zhang, Chenghui 5 Zhu, Shushang 4 Başar, Tamer 4 Bemporad, Alberto 4 Borzì, Alfio 4 de Souza, Carlos Emanuel 4 Deng, Feiqi 4 Freiling, Gerhard 4 Gabriel, Gabriela Werner 4 Gao, Huijun 4 Gao, Ming 4 Gao, Xianwen 4 Genadot, Alexandre 4 Guan, Zhihong 4 Hille, Sander Cornelis 4 Huang, Dashan ...and 1,316 more Authors all top 5 Cited in 147 Serials 157 Automatica 97 Journal of the Franklin Institute 46 International Journal of Control 46 Systems & Control Letters 40 International Journal of Robust and Nonlinear Control 36 Mathematical Problems in Engineering 36 International Journal of Systems Science. Principles and Applications of Systems and Integration 33 Applied Mathematics and Computation 28 Nonlinear Analysis. 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Theory, Methods & Applications. Series A: Theory and Methods 6 Discrete Dynamics in Nature and Society 5 Advances in Applied Probability 5 Applied Mathematics and Optimization 5 Insurance Mathematics & Economics 5 Signal Processing 5 Quantitative Finance 4 Fuzzy Sets and Systems 4 Mathematics and Computers in Simulation 4 Annals of Operations Research 4 Automation and Remote Control 4 Journal of Difference Equations and Applications 4 The ANZIAM Journal 4 Journal of Industrial and Management Optimization 3 Computers & Mathematics with Applications 3 Statistics & Probability Letters 3 Operations Research Letters 3 Economics Letters 3 Journal of Control Theory and Applications 3 Stochastics 2 Journal of Mathematical Biology 2 Chaos, Solitons and Fractals 2 Numerical Functional Analysis and Optimization 2 Acta Applicandae Mathematicae 2 Queueing Systems 2 European Journal of Applied Mathematics 2 Annales de l’Institut Henri Poincaré. 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Series B 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series 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 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Numerical Algorithms 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics ...and 47 more Serials all top 5 Cited in 31 Fields 810 Systems theory; control (93-XX) 497 Probability theory and stochastic processes (60-XX) 127 Operations research, mathematical programming (90-XX) 89 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 83 Calculus of variations and optimal control; optimization (49-XX) 39 Numerical analysis (65-XX) 32 Linear and multilinear algebra; matrix theory (15-XX) 24 Information and communication theory, circuits (94-XX) 23 Ordinary differential equations (34-XX) 22 Statistics (62-XX) 22 Computer science (68-XX) 21 Dynamical systems and ergodic theory (37-XX) 21 Biology and other natural sciences (92-XX) 14 Operator theory (47-XX) 11 Difference and functional equations (39-XX) 10 Partial differential equations (35-XX) 6 Mechanics of deformable solids (74-XX) 2 Mathematical logic and foundations (03-XX) 2 Integral equations (45-XX) 2 Mechanics of particles and systems (70-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year