Person:419174

Available identifiers

zbMath Open fragoso.marcelo-dutraMaRDI QIDQ419174

List of research outcomes

Publication	Date of Publication	Type
On diffusions with stochastic resettings: noisy restarts, optimal rates and interaction modelling	2023-01-05	Paper
Diffusion with stochastic resetting of interacting particles emerging from a model of population genetics	2022-11-11	Paper
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models	2022-04-07	Paper
Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises	2021-11-05	Paper
Switching diffusion approximations for optimal power management in parallel processing systems	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q5149124	2021-02-06	Paper
Detector‐based approach for H filtering of Markov jump linear systems with partial mode information	2020-03-24	Paper
Optimal linear mean square filter for the operation mode of continuous‐time Markovian jump linear systems	2020-03-24	Paper
The interplay between population genetics and diffusion with stochastic resetting	2019-03-27	Paper
A multi-cluster time aggregation approach for Markov chains	2019-02-05	Paper
Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations	2018-06-14	Paper
H∞ control of continuous-time Markov jump linear systems with detector-based mode information	2018-02-12	Paper
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters	2017-08-25	Paper
Comments on “Stochastic Stability of Jump Linear Systems”	2017-07-12	Paper
Optimal linear mean square filter for continuous-time jump linear systems	2017-07-12	Paper
A Detector-Based Approach for the <inline-formula> <tex-math notation="TeX">$H_{2} $</tex-math></inline-formula> Control of Markov Jump Linear Systems With Partial Information	2017-05-16	Paper
Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm	2016-06-23	Paper
A new look at the robust control of discrete-time Markov jump linear systems	2016-03-14	Paper
New methods for mode-independent robust control of Markov jump linear systems	2016-03-08	Paper
On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process	2015-07-29	Paper
Discussion on: ``On the continuous time-varying JLQ problem	2014-08-07	Paper
Decoherence in quantum Markov chains	2014-06-13	Paper
Diffusion approximation for signaling stochastic networks	2014-04-28	Paper
Reducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance Control	2014-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q2860799	2013-11-11	Paper
A new perspective on the robustness of Markov jump linear systems	2013-07-30	Paper
Continuous-Time Markov Jump Linear Systems	2012-11-15	Paper
Approximate dynamic programming via direct search in the space of value function approximations	2012-10-26	Paper
Absolutely continuous measure for a jump-type Fleming-Viot process	2012-05-18	Paper
Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization	2012-03-21	Paper
On the stability radii of continuous-time infinite Markov jump linear systems	2012-02-06	Paper
On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain	2011-12-01	Paper
On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems	2011-10-18	Paper
Time aggregated Markov decision processes via standard dynamic programming	2011-08-19	Paper
Output Feedback $H_\infty$ Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods	2009-03-27	Paper
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems	2008-10-16	Paper
Sample paths of jump-type Fleming-Viot processes with bounded mutation operators	2008-09-29	Paper
Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic	2008-08-05	Paper
Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems	2008-02-21	Paper
Infinite Markov jump-bounded real lemma	2008-01-08	Paper
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations	2007-05-04	Paper
A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances	2007-03-20	Paper
Invariant measures for jump-type Fleming-Viot processes	2006-06-16	Paper
A note on jump-type Fleming--Viot processes	2006-06-16	Paper
Stationary Filter For Continuous-Time Markovian Jump Linear Systems	2005-10-28	Paper
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control	2005-09-28	Paper
Separable Hausdorff measurable Radon spaces	2005-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4651858	2005-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q4438385	2004-03-04	Paper
A stochastic approach to the flood control problem	2004-03-03	Paper
Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters	2004-02-15	Paper
?? filtering for discrete-time linear systems with Markovian jumping parameters?	2004-02-12	Paper
Lyapunov coupled equations for continuous-time infinite Markov jump linear systems	2003-02-11	Paper
On a discrete-time linear jump stochastic dynamic game	2002-12-10	Paper
Robust ?? filtering for uncertain Markovian jump linear systems	2002-09-01	Paper
Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems	2002-08-01	Paper
H ∞ filtering for Markovian jump linear systems	2002-01-01	Paper
Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters	2001-10-29	Paper
Characterizations of Radon spaces	2001-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4312601	1999-11-08	Paper
A new approach to lineary perturbed Riccati equations arising in stochastic control	1998-09-21	Paper
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems	1996-08-15	Paper
Stability results for discrete-time linear systems with Markovian jumping parameters	1994-07-07	Paper
Strongly consistent estimation of the order of stochastic control systems (CARMA model)	1992-09-27	Paper
\(H_ \infty\) filtering for linear periodic systems with parameter uncertainty	1992-09-26	Paper
Maximal solution of a certain class of periodic Riccati differential equations	1992-07-23	Paper
Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3975071	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3975428	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3975429	1992-06-26	Paper
A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters	1992-06-25	Paper
On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control	1990-01-01	Paper
Will the PLS criterion for order estimation work with AML and a posteriori prediction error?	1990-01-01	Paper
Discrete-time jump LQG problem	1989-01-01	Paper
On a partially observable LQG problem for systems with Markovian jumping parameters	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3947567	1982-01-01	Paper

Research outcomes over time

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This page was built for person: Marcelo Dutra Fragoso