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Costa, Oswaldo Luiz V.

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

Publications by Year

Citations contained in zbMATH Open

91 Publications have been cited 1,978 times in 1,219 Documents Cited by Year
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
370
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.
166
2000
Stability results for discrete-time linear systems with Markovian jumping parameters. Zbl 0790.93108
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
127
1993
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
112
2013
Mixed \(H_2/H_\infty\)-control of discrete-time Markovian jump linear systems. Zbl 0907.93062
Costa, Oswaldo L. V.; Marques, Ricardo P.
55
1998
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. Zbl 0843.93091
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
53
1995
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.
49
2005
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.
49
1999
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Zbl 1157.91356
Costa, Oswaldo L. V.; Araujo, Michael V.
46
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.
43
2007
Stability and ergodicity of piecewise deterministic Markov processes. Zbl 1159.60339
Costa, O. L. V.; Dufour, F.
41
2008
Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. Zbl 1364.93795
Costa, O. L. V.; Guerra, S.
40
2002
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.
39
1999
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
39
2012
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.
36
1998
\(H_2\)-control of continuous-time hidden Markov jump linear systems. Zbl 1373.93371
Stadtmann, F.; Costa, O. L. V.
34
2017
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.
32
1997
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. Zbl 0925.93567
Costa, O. L. V.
31
1994
Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems. Zbl 1390.93722
De Oliveira, A. M.; Costa, O. L. V.
31
2018
Robust linear filtering for discrete-time hybrid Markov linear systems. Zbl 1018.93028
Costa, O. L. V.; Guerra, S.
25
2002
\(\mathcal{H}_2\)-filtering for discrete-time hidden Markov jump systems. Zbl 1359.93499
de Oliveira, A. M.; Costa, O. L. V.
25
2017
Robust portfolio selection using linear-matrix inequalities. Zbl 0996.91061
Costa, O. L. V.; Paiva, A. C.
22
2002
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.
21
2011
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.
19
1996
Average continuous control of piecewise deterministic Markov processes. Zbl 1213.60124
Costa, O. L. V.; Dufour, F.
18
2010
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.
18
2014
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.
17
1999
Stability of piecewise-deterministic Markov processes. Zbl 0936.60062
Dufour, François; Costa, Oswaldo L. V.
17
1999
Impulse control of piecewise-deterministic processes. Zbl 0675.93077
Costa, O. L. V.; Davis, M. H. A.
16
1989
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. Zbl 1338.90444
Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B.
16
2016
Stationary distributions for piecewise-deterministic Markov processes. Zbl 0703.60068
Costa, O. L. V.
15
1990
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. Zbl 1364.49042
Costa, O. L. V.; Tuesta, E. F.
15
2003
\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. Zbl 1066.93065
Costa, O. L. V.; Tuesta, E. F.
14
2004
Mean square stability conditions for discrete stochastic bilinear systems. Zbl 0591.93061
Kubrusly, C. S.; Costa, O. L. V.
13
1985
Robust \(H_2\)-control for discrete-time Markovian jump linear systems. Zbl 1026.93055
Costa, Oswaldo L. V.; Marques, Ricardo P.
13
2000
State feedback \(H_ \infty\)-control for discrete-time infinite-dimensional stochastic bilinear systems. Zbl 0844.93036
Costa, O. L. V.; Kubrusly, C. S.
13
1996
Multiperiod mean-variance optimization with intertemporal restrictions. Zbl 1190.90272
Costa, O. L. V.; Nabholz, R. B.
13
2007
Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. Zbl 0928.93047
Costa, O. L. V.; Marques, R. P.
12
1999
An iterative approach for the discrete-time dynamic control of Markov jump linear systems with partial information. Zbl 1440.93242
Marcorin de Oliveira, André; Costa, O. L. V.
12
2020
A separation principle for the continuous-time LQ-problem with Markovian jump parameters. Zbl 1368.93785
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
12
2010
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.
11
1998
Average control of Markov decision processes with Feller transition probabilities and general action spaces. Zbl 1275.90123
Costa, O. L. V.; Dufour, F.
11
2012
\(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters. Zbl 0971.93027
Benjelloun, K.; Boukas, E. K.; Costa, O. L. V.
11
2000
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.
11
2014
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.
10
2004
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
Impulse and continuous control of piecewise deterministic Markov processes. Zbl 1145.90461
Costa, O. L. V.; Raymundo, C. A. B.
10
2000
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.
9
2005
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.
9
2013
Approximations for optimal stopping of a piecewise-deterministic process. Zbl 0657.93077
Costa, O. L. V.; Davis, M. H. A.
8
1988
The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes. Zbl 1193.60094
Costa, O. L. V.; Dufour, F.
8
2009
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
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. Zbl 1346.49023
Costa, O. L. V.; Dufour, F.
7
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.
7
2015
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
Discrete-time coupled Riccati equations for systems with Markov switching parameters. Zbl 0835.93059
Costa, Oswaldo L. V.
6
1995
Mixed \(\mathcal{H}_2/ \mathcal{H}_\infty\) filtering for Markov jump linear systems. Zbl 1482.93620
de Oliveira, A. M.; Costa, O. L. V.
6
2018
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. Zbl 1485.93626
de Oliveira, A. M.; Costa, O. L. V.; Fragoso, M. D.; Stadtmann, F.
6
2022
Ergodic properties and ergodic decompositions of continuous-time Markov processes. Zbl 1157.60070
Costa, O. L. V.; Dufour, F.
5
2006
On the ergodic decomposition for a class of Markov chains. Zbl 1074.60074
Costa, O. L. V.; Dufour, F.
5
2005
On the Poisson equation for piecewise-deterministic Markov processes. Zbl 1041.60057
Costa, Oswaldo L. V.; Dufour, François
5
2003
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.
5
2014
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.
4
2007
Average impulse control of piecewise deterministic processes. Zbl 0696.90082
Costa, O. L. V.
4
1989
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
Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Zbl 1485.93623
Barbieri, Fabio; Costa, Oswaldo L. V.
4
2018
A detector-based approach for the constrained quadratic control of discrete-time Markovian jump linear systems. Zbl 1533.93836
Zabala, Yeison Andres; Costa, Oswaldo Luiz V.
4
2020
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.
3
2009
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
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.
3
2011
Impulse control of piecewise-deterministic processes via linear programming. Zbl 0753.93081
Costa, O. L. V.
2
1991
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.
2
1998
Lyapunov equation for infinite-dimensional discrete bilinear systems. Zbl 0739.93057
Costa, O. L. V.; Kubrusly, C. S.
2
1991
Discretizations for the average impulse control of piecewise deterministic processes. Zbl 0776.60089
Costa, O. L. V.
2
1993
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
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.
2
2002
Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Zbl 1150.60034
Costa, Oswaldo L. V.; Okimura, Rodrigo T.
2
2007
\(\mathcal{H}_2\) dynamic output feedback control for hidden Markov jump linear systems. Zbl 1427.93069
de Oliveria, A. M.; Costa, O. L. V.; Daafouz, J.
2
2019
\(\mathscr{H}_2\) state-feedback control for continuous semi-Markov jump linear systems with rational transition rates. Zbl 1514.93034
de Almeida, M.; Souza, M.; Fioravanti, A. R.; Costa, O. L. V.
2
2023
Reduced-order energy-to-peak filtering for hidden Markov jump linear systems. Zbl 1506.93094
de Oliveira, André M.; Costa, Oswaldo L. V.; Barros dos Santos, Sergio R.; Gabriel, Gabriela W.
2
2023
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. Zbl 1207.93114
Costa, O. L. V.; Dufour, F.
1
2010
Jump \(LQ\)-optimal control for discrete-time Markovian systems with stochastic inputs. Zbl 0913.93079
Costa, O. L. V.; do Val, J. B. R.
1
1998
A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. Zbl 1089.91020
Costa, Oswaldo L. V.; de Barros Nabholz, Rodrigo
1
2002
Continuous control of piecewise deterministic Markov processes with long run average cost. Zbl 1283.93310
Costa, O. L. V.; Dufour, F.
1
2012
Zero-sum discounted reward criterion games for piecewise deterministic Markov processes. Zbl 1403.90650
Costa, O. L. V.; Dufour, F.
1
2018
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
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes. Zbl 1502.90187
Costa, O. L. V.; Dufour, F.
1
2019
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Zbl 1480.93423
Costa, O. L. V.; Benites, G. R. A. M.
1
2013
Fault accommodation controller under Markovian jump linear systems with asynchronous modes. Zbl 1525.93048
Carvalho, L. P.; Rosa, T. E.; Jayawardhana, B.; Costa, O. L. V.
1
2020
\(\mathscr{H}_2\) state-feedback control for continuous semi-Markov jump linear systems with rational transition rates. Zbl 1514.93034
de Almeida, M.; Souza, M.; Fioravanti, A. R.; Costa, O. L. V.
2
2023
Reduced-order energy-to-peak filtering for hidden Markov jump linear systems. Zbl 1506.93094
de Oliveira, André M.; Costa, Oswaldo L. V.; Barros dos Santos, Sergio R.; Gabriel, Gabriela W.
2
2023
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. Zbl 1485.93626
de Oliveira, A. M.; Costa, O. L. V.; Fragoso, M. D.; Stadtmann, F.
6
2022
An iterative approach for the discrete-time dynamic control of Markov jump linear systems with partial information. Zbl 1440.93242
Marcorin de Oliveira, André; Costa, O. L. V.
12
2020
A detector-based approach for the constrained quadratic control of discrete-time Markovian jump linear systems. Zbl 1533.93836
Zabala, Yeison Andres; Costa, Oswaldo Luiz V.
4
2020
Fault accommodation controller under Markovian jump linear systems with asynchronous modes. Zbl 1525.93048
Carvalho, L. P.; Rosa, T. E.; Jayawardhana, B.; Costa, O. L. V.
1
2020
\(\mathcal{H}_2\) dynamic output feedback control for hidden Markov jump linear systems. Zbl 1427.93069
de Oliveria, A. M.; Costa, O. L. V.; Daafouz, J.
2
2019
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes. Zbl 1502.90187
Costa, O. L. V.; Dufour, F.
1
2019
Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems. Zbl 1390.93722
De Oliveira, A. M.; Costa, O. L. V.
31
2018
Mixed \(\mathcal{H}_2/ \mathcal{H}_\infty\) filtering for Markov jump linear systems. Zbl 1482.93620
de Oliveira, A. M.; Costa, O. L. V.
6
2018
Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Zbl 1485.93623
Barbieri, Fabio; Costa, Oswaldo L. V.
4
2018
Zero-sum discounted reward criterion games for piecewise deterministic Markov processes. Zbl 1403.90650
Costa, O. L. V.; Dufour, F.
1
2018
\(H_2\)-control of continuous-time hidden Markov jump linear systems. Zbl 1373.93371
Stadtmann, F.; Costa, O. L. V.
34
2017
\(\mathcal{H}_2\)-filtering for discrete-time hidden Markov jump systems. Zbl 1359.93499
de Oliveira, A. M.; Costa, O. L. V.
25
2017
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. Zbl 1338.90444
Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B.
16
2016
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. Zbl 1346.49023
Costa, O. L. V.; Dufour, F.
7
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.
7
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.
18
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.
11
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.
5
2014
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
112
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.
9
2013
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Zbl 1480.93423
Costa, O. L. V.; Benites, G. R. A. M.
1
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
39
2012
Average control of Markov decision processes with Feller transition probabilities and general action spaces. Zbl 1275.90123
Costa, O. L. V.; Dufour, F.
11
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.
21
2011
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Zbl 1222.60056
Costa, O. L. V.; Dufour, F.
3
2011
Average continuous control of piecewise deterministic Markov processes. Zbl 1213.60124
Costa, O. L. V.; Dufour, F.
18
2010
A separation principle for the continuous-time LQ-problem with Markovian jump parameters. Zbl 1368.93785
Fragoso, Marcelo D.; Costa, Oswaldo L. V.
12
2010
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. Zbl 1207.93114
Costa, O. L. V.; Dufour, F.
1
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.
8
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.
3
2009
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Zbl 1157.91356
Costa, Oswaldo L. V.; Araujo, Michael V.
46
2008
Stability and ergodicity of piecewise deterministic Markov processes. Zbl 1159.60339
Costa, O. L. V.; Dufour, F.
41
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.
43
2007
Multiperiod mean-variance optimization with intertemporal restrictions. Zbl 1190.90272
Costa, O. L. V.; Nabholz, R. B.
13
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.
4
2007
Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Zbl 1150.60034
Costa, Oswaldo L. V.; Okimura, Rodrigo T.
2
2007
Ergodic properties and ergodic decompositions of continuous-time Markov processes. Zbl 1157.60070
Costa, O. L. V.; Dufour, F.
5
2006
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
370
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.
49
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.
9
2005
On the ergodic decomposition for a class of Markov chains. Zbl 1074.60074
Costa, O. L. V.; Dufour, F.
5
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
\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. Zbl 1066.93065
Costa, O. L. V.; Tuesta, E. F.
14
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.
10
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
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. Zbl 1364.49042
Costa, O. L. V.; Tuesta, E. F.
15
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.
40
2002
Robust linear filtering for discrete-time hybrid Markov linear systems. Zbl 1018.93028
Costa, O. L. V.; Guerra, S.
25
2002
Robust portfolio selection using linear-matrix inequalities. Zbl 0996.91061
Costa, O. L. V.; Paiva, A. C.
22
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.
2
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
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.
166
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.
11
2000
Impulse and continuous control of piecewise deterministic Markov processes. Zbl 1145.90461
Costa, O. L. V.; Raymundo, C. A. B.
10
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.
49
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.
39
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.
17
1999
Stability of piecewise-deterministic Markov processes. Zbl 0936.60062
Dufour, François; Costa, Oswaldo L. V.
17
1999
Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. Zbl 0928.93047
Costa, O. L. V.; Marques, R. P.
12
1999
Mixed \(H_2/H_\infty\)-control of discrete-time Markovian jump linear systems. Zbl 0907.93062
Costa, Oswaldo L. V.; Marques, Ricardo P.
55
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.
36
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.
11
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
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.
2
1998
Jump \(LQ\)-optimal control for discrete-time Markovian systems with stochastic inputs. Zbl 0913.93079
Costa, O. L. V.; do Val, J. B. R.
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.
32
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.
19
1996
State feedback \(H_ \infty\)-control for discrete-time infinite-dimensional stochastic bilinear systems. Zbl 0844.93036
Costa, O. L. V.; Kubrusly, C. S.
13
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.
53
1995
Discrete-time coupled Riccati equations for systems with Markov switching parameters. Zbl 0835.93059
Costa, Oswaldo L. V.
6
1995
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. Zbl 0925.93567
Costa, O. L. V.
31
1994
Stability results for discrete-time linear systems with Markovian jumping parameters. Zbl 0790.93108
Costa, Oswaldo L. V.; Fragoso, Marcelo D.
127
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.
15
1990
Impulse control of piecewise-deterministic processes. Zbl 0675.93077
Costa, O. L. V.; Davis, M. H. A.
16
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.
8
1988
Mean square stability conditions for discrete stochastic bilinear systems. Zbl 0591.93061
Kubrusly, C. S.; Costa, O. L. V.
13
1985
all top 5

Cited by 1,730 Authors

52 Costa, Oswaldo Luiz V.
36 Shi, Peng
26 Zhang, Weihai
24 Liu, Fei
23 Fragoso, Marcelo Dutra
22 Drăgan, Vasile
21 Lam, James
21 Wang, Guoliang
20 Dufour, François
20 Zhang, Qingling
18 Geromel, Jose Claudio
17 Boukas, El-Kébir
17 Karimi, Hamid Reza
17 Park, Juhyun (Jessie)
17 Shen, Hao
17 Wu, Zhengguang
14 Xu, Shengyuan
13 Cheng, Jun
12 do Val, João B. R.
12 Ma, Shuping
12 Todorov, Marcos Garcia
12 Vargas, Alessandro N.
11 Hou, Ting
11 Zhang, Huanshui
10 Colaneri, Patrizio
10 Fioravanti, André Ricardo
10 Gonçalves, Alim P. C.
10 Morozan, Toader
10 Piunovskiĭ, Alekseĭ Borisovich
10 Shen, Mouquan
10 Su, Hongye
10 Yin, Yanyan
10 Zhang, Lixian
9 Aberkane, Samir
9 do Valle Costa, Oswaldo Luiz
9 Ma, Hongji
9 Mao, Xuerong
9 Qi, Wenhai
9 Shaked, Uri
9 Xia, Jianwei
8 Deng, Feiqi
8 Gershon, Eli
8 Han, Chunyan
8 He, Shuping
8 Ivanov, Ivan Ganchev
8 Xiong, Junlin
8 Yang, Chunyu
8 Zhu, Jin
7 de Oliveira, André M.
7 Jiang, Baoping
7 Li, Feng
7 Luan, Xiaoli
7 Nguang, Sing Kiong
7 Niu, Yugang
7 Oliveira, Ricardo C. L. F.
7 Shi, Yang
7 Terra, Marco Henrique
7 Wang, Zidong
7 Zhang, Chenghui
6 Bolzern, Paolo
6 Cao, Jinde
6 Costa, Eduardo F.
6 Duan, Guangren
6 Fabozzi, Frank J.
6 Gabriel, Gabriela Werner
6 Gu, Guoxiang
6 Guo, Xianping
6 Guo, Yafeng
6 Horbacz, Katarzyna
6 Huang, Biao
6 Li, Xun
6 Lim, Cheng-Chew
6 Ogura, Masaki
6 Shi, Kaibo
6 Shu, Zhan
6 Teo, Kok Lay
6 Wang, Jing
6 Xie, Lihua
6 Yang, Guanghong
6 Yuan, Chenggui
6 Zhang, Yi
6 Zhang, Yingqi
6 Zhang, Yu
6 Zong, Guangdeng
5 Baczynski, Jack
5 Chávez-Fuentes, Jorge R.
5 Czapla, Dawid
5 De Nicolao, Giuseppe
5 Dombrovskii, Vladimir
5 Dullerud, Geir E.
5 Fu, Minyue
5 Gao, Ming
5 Goreac, Dan
5 Hespanha, João Pedro
5 Huang, Tingwen
5 Ishii, Hideaki
5 Jia, Yingmin
5 Jiang, Xiushan
5 Li, Zhaoyan
5 Li, Zhongfei
...and 1,630 more Authors
all top 5

Cited in 161 Serials

173 Automatica
120 Journal of the Franklin Institute
103 International Journal of Robust and Nonlinear Control
49 International Journal of Control
49 Systems & Control Letters
43 International Journal of Systems Science. Principles and Applications of Systems and Integration
41 Applied Mathematics and Computation
39 Mathematical Problems in Engineering
31 Nonlinear Analysis. Hybrid Systems
27 Information Sciences
27 SIAM Journal on Control and Optimization
24 Optimal Control Applications & Methods
23 Journal of Mathematical Analysis and Applications
21 Asian Journal of Control
19 European Journal of Control
15 International Journal of Systems Science
15 Journal of Optimization Theory and Applications
15 Circuits, Systems, and Signal Processing
15 International Journal of Adaptive Control and Signal Processing
13 Stochastic Analysis and Applications
13 Journal of Economic Dynamics & Control
11 Applied Mathematical Modelling
10 Stochastic Processes and their Applications
10 Nonlinear Dynamics
9 MCSS. Mathematics of Control, Signals, and Systems
9 European Journal of Operational Research
9 Journal of Systems Science and Complexity
8 Linear Algebra and its Applications
8 Complexity
7 The Annals of Applied Probability
7 Abstract and Applied Analysis
7 IET Control Theory & Applications
6 Journal of Applied Probability
6 Journal of Computational and Applied Mathematics
6 Nonlinear Analysis. 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 Fuzzy Sets and Systems
5 Mathematics and Computers in Simulation
5 Insurance Mathematics & Economics
5 Signal Processing
5 Quantitative Finance
4 International Economic Review
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 Mathematical Methods of Operations Research
3 Journal of Control Theory and Applications
3 Stochastics
3 Mathematical Control and Related Fields
2 Journal of Mathematical Biology
2 Chaos, Solitons and Fractals
2 Journal of Economic Theory
2 Kybernetika
2 Numerical Functional Analysis and Optimization
2 Acta Applicandae Mathematicae
2 Queueing Systems
2 European Journal of Applied Mathematics
2 Communications in Statistics. Theory and Methods
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Numerical Linear Algebra with Applications
2 Computational and Applied Mathematics
2 Bernoulli
2 Communications in Nonlinear Science and Numerical Simulation
2 Probability in the Engineering and Informational Sciences
2 Applied Stochastic Models in Business and Industry
2 Journal of Applied Mathematics
2 OR Spectrum
2 Advances in Difference Equations
2 Science in China. Series F
2 Networks and Heterogeneous Media
2 Discrete and Continuous Dynamical Systems. Series S
2 Quantitative Economics
2 Dynamic Games and Applications
2 Journal of the Operations Research Society of China
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Artificial Intelligence
1 Communications in Mathematical Physics
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Physica A
1 Scandinavian Journal of Statistics
1 Bulletin of Mathematical Biology
1 The Annals of Probability
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 Applied Numerical Mathematics
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