The following pages link to Oswaldo L. V. Costa (Q879091):
Displaying 50 items.
- (Q216997) (redirect page) (← links)
- Average control of Markov decision processes with Feller transition probabilities and general action spaces (Q450971) (← links)
- Stochastic stabilization and induced \(\ell_2\)-gain for discrete-time Markov jump Lur'e systems with control saturation (Q466491) (← links)
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes (Q482730) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (Q607558) (← links)
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems (Q706387) (← links)
- Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises (Q716120) (← links)
- A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations (Q879092) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Approximations for optimal stopping of a piecewise-deterministic process (Q1111525) (← links)
- Impulse control of piecewise-deterministic processes (Q1122552) (← links)
- Lyapunov equation for infinite-dimensional discrete bilinear systems (Q1175514) (← links)
- Mean-square stability for discrete bilinear systems in Hilbert space (Q1195835) (← links)
- Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps (Q1275708) (← links)
- Design of robust controller for linear systems with Markovian jumping parameters (Q1289365) (← links)
- Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations (Q1293213) (← links)
- Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis (Q1295102) (← links)
- Constrained quadratic state feedback control of discrete-time Markovian jump linear systems (Q1301376) (← links)
- Stability results for discrete-time linear systems with Markovian jumping parameters (Q1312733) (← links)
- A new approach to lineary perturbed Riccati equations arising in stochastic control (Q1381324) (← links)
- \(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters (Q1579633) (← links)
- Invariant probability measures for a class of Feller Markov chains (Q1590830) (← links)
- Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (Q1596471) (← links)
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes (Q1630419) (← links)
- Discrete-time coupled Riccati equations for systems with Markov switching parameters (Q1900417) (← links)
- Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems (Q1922946) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Solutions for the linear-quadratic control problem of Markov jump linear systems (Q1962466) (← links)
- Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
- \(\mathcal{H}_2\) dynamic output feedback control for hidden Markov jump linear systems (Q2337442) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- On the ergodic decomposition for a class of Markov chains (Q2485833) (← links)
- Discussion on: ``On the sensitivity of the coupled continuous-time Riccati equation'' (Q2512248) (← links)
- Reduced-order energy-to-peak filtering for hidden Markov jump linear systems (Q2680269) (← links)
- Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (Q2810984) (← links)
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises (Q2871758) (← links)
- Singularly Perturbed Discounted Markov Control Processes in a General State Space (Q2903501) (← links)
- Quadratic and<i>H</i><sub>∞</sub>switching control for discrete-time linear systems with multiplicative noises (Q2938606) (← links)
- <b>H2</b>-Filtering for discrete-time hidden Markov jump systems (Q2978082) (← links)
- LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space (Q2982614) (← links)
- Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space (Q2983306) (← links)
- Average Continuous Control of Piecewise Deterministic Markov Processes (Q3083221) (← links)
- A convex programming approach to H2 control of discrete-time markovian jump linear systems (Q3128981) (← links)
- Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes (Q3353896) (← links)
- A sufficient condition for the existence of an invariant probability measure for Markov processes (Q3367757) (← links)
- The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes (Q3402065) (← links)
- A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances (Q3427517) (← links)
