Discrete-time Markov jump linear systems OLV Costa, MD Fragoso, RP Marques
Springer Science & Business Media, 2005
1939 2005 Stability results for discrete-time linear systems with Markovian jumping parameters OLV Costa, MD Fragoso
Journal of mathematical analysis and applications 179 (1), 154-178, 1993
674 1993 Output feedback control of Markov jump linear systems in continuous-time DP De Farias, JC Geromel, JBR Do Val, OLV Costa
IEEE Transactions on Automatic Control 45 (5), 944-949, 2000
506 2000 Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems OLV Costa, MD Fragoso
IEEE Transactions on Automatic Control 40 (12), 2076-2088, 1995
238 1995 Linear minimum mean square error estimation for discrete-time Markovian jump linear systems OLV Costa
IEEE Transactions on Automatic Control 39 (8), 1685-1689, 1994
232 1994 Mixed H/sub 2//H/sub/spl infin//-control of discrete-time Markovian jump linear systems OLV Costa, RP Marques
IEEE Transactions on Automatic Control 43 (1), 95-100, 1998
227 1998 A Detector-Based Approach for the OL do Valle Costa, MD Fragoso, MG Todorov
IEEE Transactions on Automatic Control 60 (5), 1219-1234, 2014
210 2014 A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances MD Fragoso, OLV Costa
SIAM journal on control and optimization 44 (4), 1165-1191, 2005
197 2005 Continuous-time state-feedback H2-control of Markovian jump linear systems via convex analysis OLV Costa, JBR do Val, JC Geromel
Automatica 35 (2), 259-268, 1999
193 1999 Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems OLV Costa, S Guerra
IEEE Transactions on Automatic Control 47 (8), 1351-1356, 2002
173 2002 Constrained quadratic state feedback control of discrete-time Markovian jump linear systems OLV Costa, EO Assumpção Filho, EK Boukas, RP Marques
Automatica 35 (4), 617-626, 1999
173 1999 Robust portfolio selection using linear-matrix inequalities OLV Costa, AC Paiva
Journal of Economic Dynamics and Control 26 (6), 889-909, 2002
153 2002 A generalized multi-period mean–variance portfolio optimization with Markov switching parameters OLV Costa, MV Araujo
Automatica 44 (10), 2487-2497, 2008
150 2008 A convex programming approach to H2 control of discrete-time Markovian jump linear systems OLV Costa, JBR Do Val, JC Geromel
International Journal of Control 66 (4), 557-580, 1997
127 1997 Stability and ergodicity of piecewise deterministic Markov processes OLV Costa, F Dufour
SIAM Journal on Control and Optimization 47 (2), 1053-1077, 2008
117 2008 Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems OLV Costa, WL de Paulo
Automatica 43 (4), 587-597, 2007
117 2007 A new approach to linearly perturbed Riccati equations arising in stochastic control MD Fragoso, OLV Costa, CE De Souza
Applied Mathematics and Optimization 37, 99-126, 1998
103 1998 Full InformationH∞-Control for Discrete-Time Infinite Markov Jump Parameter Systems OLV Costa, JBR Do Val
Journal of Mathematical Analysis and Applications 202 (2), 578-603, 1996
100 1996 Optimal mean–variance control for discrete-time linear systems with Markovian jumps and multiplicative noises OLV Costa, A de Oliveira
Automatica 48 (2), 304-315, 2012
96 2012 F Stadtmann, OLV Costa
IEEE Transactions on Automatic Control 62 (8), 4031-4037, 2016
94 2016 
Ricardo MarquesUniversidade de São PauloBestätigte E-Mail-Adresse bei marques.eng.br
