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Full informationH∞-control for discrete-time infinite markov jump parameter systems
Full informationH∞-control for discrete-time infinite markov jump parameter systems
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Full informationH∞-control for discrete-time infinite markov jump parameter systems

Oswaldo Luiz do Valle Costa 1959- João Bosco Ribeiro do Val

New York v.202, p.578-603, 1996 Journal of Mathematical Analysis and Applications

New York 1996

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2
Stability results for discrete-time linear systems with markovian jumping parameters
Stability results for discrete-time linear systems with markovian jumping parameters
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Stability results for discrete-time linear systems with markovian jumping parameters

Oswaldo Luiz do Valle Costa 1959- M D Fragoso

v.179, n.1 , p.154-78, oct. 1993 Journal of Mathematical Analysis and Applications

1993

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3
Discrete-time coupled riccati equations for systems with markov switching parameters
Discrete-time coupled riccati equations for systems with markov switching parameters
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Discrete-time coupled riccati equations for systems with markov switching parameters

Oswaldo Luiz do Valle Costa 1959-

New York v.194, p.197-216, 1995 Journal of Mathematical Analysis and Applications

New York 1995

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4
A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations
A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations
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A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations

Oswaldo Luiz do Valle Costa 1959- Marcelo Dutra Fragoso

Journal of Mathematical Analysis and applications v.331, n.1, July, 2007

New York 2007

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5
Adaptive discounted control for piecewise deterministic Markov processes
Adaptive discounted control for piecewise deterministic Markov processes
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Adaptive discounted control for piecewise deterministic Markov processes

Oswaldo Luiz do Valle Costa 1959- François Dufour

Journal of Mathematical Analysis and Applications New York v. 528, n. 2, p. 1-23, Dec. 2023. Article nº 127517

New York 2023

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6
Stability results for discrete-time linear systems with markovian jumping parameters
Stability results for discrete-time linear systems with markovian jumping parameters
Material Type:
Article 		Add to e-Shelf

Stability results for discrete-time linear systems with markovian jumping parameters

Oswaldo Luiz do Valle Costa 1959- M D Fragoso

v.179, n.1 , p.154-78, oct. 1993 Journal of Mathematical Analysis and Applications

1993

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7
Full informationH∞-control for discrete-time infinite markov jump parameter systems
Full informationH∞-control for discrete-time infinite markov jump parameter systems
Material Type:
Article 		Add to e-Shelf

Full informationH∞-control for discrete-time infinite markov jump parameter systems

Oswaldo Luiz do Valle Costa 1959- João Bosco Ribeiro do Val

New York v.202, p.578-603, 1996 Journal of Mathematical Analysis and Applications

New York 1996

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8
Discrete-time coupled riccati equations for systems with markov switching parameters
Discrete-time coupled riccati equations for systems with markov switching parameters
Material Type:
Article 		Add to e-Shelf

Discrete-time coupled riccati equations for systems with markov switching parameters

Oswaldo Luiz do Valle Costa 1959-

New York v.194, p.197-216, 1995 Journal of Mathematical Analysis and Applications

New York 1995

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9
A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations
A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations
Material Type:
Article 		Add to e-Shelf

A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations

Oswaldo Luiz do Valle Costa 1959- Marcelo Dutra Fragoso

Journal of Mathematical Analysis and applications v.331, n.1, July, 2007

New York 2007

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10
A multi-period mean-variance analysis for portfolio tracking error
A multi-period mean-variance analysis for portfolio tracking error
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A multi-period mean-variance analysis for portfolio tracking error

Wanderlei Lima de Paulo Yeison Andrés Zabala; Oswaldo Luiz do Valle Costa 1959-

Applied Mathematical Sciences New York v. 11, n. 7, p. 331-343, 2017

New York 2017

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by this author/creator:

  1. Costa, O
  2. Fragoso, M
  3. Val, J
  4. Zabala, Y
  5. Dufour, F

on this subject:

  1. Controle (Teoria De Sistemas E Controle)
  2. Processos De Markov
  3. Sistemas Lineares
  4. Boundary Demarcations
  5. Equações De Hamilton-Jacobi

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