Marcelo Dutra Fragoso

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Person:419174

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zbMath Open fragoso.marcelo-dutraMaRDI QIDQ419174

List of research outcomes

PublicationDate of PublicationType
On diffusions with stochastic resettings: noisy restarts, optimal rates and interaction modelling2023-01-05Paper
Diffusion with stochastic resetting of interacting particles emerging from a model of population genetics2022-11-11Paper
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models2022-04-07Paper
Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises2021-11-05Paper
Switching diffusion approximations for optimal power management in parallel processing systems2021-07-01Paper
https://portal.mardi4nfdi.de/entity/Q51491242021-02-06Paper
Detector‐based approach for H filtering of Markov jump linear systems with partial mode information2020-03-24Paper
Optimal linear mean square filter for the operation mode of continuous‐time Markovian jump linear systems2020-03-24Paper
The interplay between population genetics and diffusion with stochastic resetting2019-03-27Paper
A multi-cluster time aggregation approach for Markov chains2019-02-05Paper
Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations2018-06-14Paper
H control of continuous-time Markov jump linear systems with detector-based mode information2018-02-12Paper
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters2017-08-25Paper
Comments on “Stochastic Stability of Jump Linear Systems”2017-07-12Paper
Optimal linear mean square filter for continuous-time jump linear systems2017-07-12Paper
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 Information2017-05-16Paper
Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm2016-06-23Paper
A new look at the robust control of discrete-time Markov jump linear systems2016-03-14Paper
New methods for mode-independent robust control of Markov jump linear systems2016-03-08Paper
On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process2015-07-29Paper
Discussion on: ``On the continuous time-varying JLQ problem2014-08-07Paper
Decoherence in quantum Markov chains2014-06-13Paper
Diffusion approximation for signaling stochastic networks2014-04-28Paper
Reducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance Control2014-01-31Paper
https://portal.mardi4nfdi.de/entity/Q28607992013-11-11Paper
A new perspective on the robustness of Markov jump linear systems2013-07-30Paper
Continuous-Time Markov Jump Linear Systems2012-11-15Paper
Approximate dynamic programming via direct search in the space of value function approximations2012-10-26Paper
Absolutely continuous measure for a jump-type Fleming-Viot process2012-05-18Paper
Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization2012-03-21Paper
On the stability radii of continuous-time infinite Markov jump linear systems2012-02-06Paper
On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain2011-12-01Paper
On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems2011-10-18Paper
Time aggregated Markov decision processes via standard dynamic programming2011-08-19Paper
Output Feedback $H_\infty$ Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods2009-03-27Paper
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems2008-10-16Paper
Sample paths of jump-type Fleming-Viot processes with bounded mutation operators2008-09-29Paper
Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic2008-08-05Paper
Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems2008-02-21Paper
Infinite Markov jump-bounded real lemma2008-01-08Paper
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations2007-05-04Paper
A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances2007-03-20Paper
Invariant measures for jump-type Fleming-Viot processes2006-06-16Paper
A note on jump-type Fleming--Viot processes2006-06-16Paper
Stationary Filter For Continuous-Time Markovian Jump Linear Systems2005-10-28Paper
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control2005-09-28Paper
Separable Hausdorff measurable Radon spaces2005-08-01Paper
https://portal.mardi4nfdi.de/entity/Q46518582005-02-22Paper
https://portal.mardi4nfdi.de/entity/Q44383852004-03-04Paper
A stochastic approach to the flood control problem2004-03-03Paper
Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters2004-02-15Paper
?? filtering for discrete-time linear systems with Markovian jumping parameters?2004-02-12Paper
Lyapunov coupled equations for continuous-time infinite Markov jump linear systems2003-02-11Paper
On a discrete-time linear jump stochastic dynamic game2002-12-10Paper
Robust ?? filtering for uncertain Markovian jump linear systems2002-09-01Paper
Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems2002-08-01Paper
H ∞ filtering for Markovian jump linear systems2002-01-01Paper
Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters2001-10-29Paper
Characterizations of Radon spaces2001-03-07Paper
https://portal.mardi4nfdi.de/entity/Q43126011999-11-08Paper
A new approach to lineary perturbed Riccati equations arising in stochastic control1998-09-21Paper
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems1996-08-15Paper
Stability results for discrete-time linear systems with Markovian jumping parameters1994-07-07Paper
Strongly consistent estimation of the order of stochastic control systems (CARMA model)1992-09-27Paper
\(H_ \infty\) filtering for linear periodic systems with parameter uncertainty1992-09-26Paper
Maximal solution of a certain class of periodic Riccati differential equations1992-07-23Paper
Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39750711992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39754281992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39754291992-06-26Paper
A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters1992-06-25Paper
On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control1990-01-01Paper
Will the PLS criterion for order estimation work with AML and a posteriori prediction error?1990-01-01Paper
Discrete-time jump LQG problem1989-01-01Paper
On a partially observable LQG problem for systems with Markovian jumping parameters1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39475671982-01-01Paper

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