Oswaldo Luiz V. Costa - researchr alias

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Viewing Publication 1 - 37 from 37

2020

A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear SystemsYeison Andres Zabala, Oswaldo Luiz V. Costa. tac, 65(3):1211-1217, 2020. [doi]

2018

Optimal control with constrained total variance for Markov jump linear systems with multiplicative noisesFabio Barbieri, Oswaldo Luiz V. Costa. ijsysc, 49(6):1178-1187, 2018. [doi]

2016

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov ProcessesOswaldo Luiz V. Costa, François Dufour, Alexei B. Piunovskiy. siamco, 54(3):1444-1474, 2016. [doi]

2015

A new approach for the H∞ control of Markov jump linear systems with partial informationMarcos G. Todorov, Marcelo D. Fragoso, Oswaldo Luiz V. Costa. cdc 2015: 3592-3597 [doi]

2014

∞ switching control for discrete-time linear systems with multiplicative noisesOswaldo Luiz V. Costa, Carlos A. Cavichioli Gonzaga. ijcon, 87(11):2312-2326, 2014. [doi]

2-gain for discrete-time Markov jump Lur'e systems with control saturationCarlos Alberto Cavichioli Gonzaga, Oswaldo Luiz V. Costa. automatica, 50(9):2397-2404, 2014. [doi]

2013

Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noisesOswaldo Luiz V. Costa, Guilherme R. A. M. Benites. ijcon, 86(5):779-793, 2013. [doi]

Switched state-feedback control of discrete-time linear systems with multiplicative noisesCarlos A. Cavichioli Gonzaga, Oswaldo Luiz V. Costa. cdc 2013: 5327-5332 [doi]

Stochastic stability for discrete-time Markov jump Lur'e systemsCarlos A. Cavichioli Gonzaga, Oswaldo Luiz V. Costa. cdc 2013: 5993-5998 [doi]

2012

Singularly Perturbed Discounted Markov Control Processes in a General State SpaceOswaldo Luiz V. Costa, François Dufour. siamco, 50(2):720-747, 2012. [doi]

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noisesOswaldo Luiz V. Costa, Alexandre de Oliveira. automatica, 48(2):304-315, 2012. [doi]

2011

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noisesOswaldo Luiz V. Costa, Guilherme R. A. M. Benites. automatica, 47(3):466-476, 2011. [doi]

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov ChainOswaldo Luiz V. Costa, Marcelo D. Fragoso, Marcos G. Todorov. ejcon, 17(4):339-354, 2011. [doi]

Singular control for discounted Markov Decision Processes in a general state spaceOswaldo Luiz V. Costa, François Dufour. cdc 2010: 7087-7092 [doi]

2010

2009

Sampled control for mean-variance hedging in a jump diffusion financial marketOswaldo Luiz V. Costa, Andre Cury Maiali, Afonso de C. Pinto. cdc 2009: 3656-3661 [doi]

The policy iteration algorithm for average continuous control of piecewise deterministic Markov processesOswaldo Luiz V. Costa, Francois Dufour. cdc 2009: 506-511 [doi]

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noiseOswaldo Luiz V. Costa, Rodrigo Takashi Okimura. ijcon, 82(2):256-267, 2009. [doi]

2008

2007

Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systemsOswaldo Luiz V. Costa, Wanderlei L. de Paulo. automatica, 43(4):587-597, 2007. [doi]

2005

A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive DisturbancesMarcelo D. Fragoso, Oswaldo Luiz V. Costa. siamco, 44(4):1165-1191, 2005. [doi]

Optimal linear mean square filter for continuous-time jump linear systemsMarcelo D. Fragoso, Oswaldo Luiz V. Costa, Jack Baczynski, Nei C. S. Rocha. tac, 50(9):1364-1369, 2005. [doi]

2004

Comments on "Stochastic stability of jump linear systems"Oswaldo Luiz V. Costa, Marcelo D. Fragoso. tac, 49(8):1414-1416, 2004. [doi]

2003

Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systemsOswaldo Luiz V. Costa, Esteban F. Tuesta. tac, 48(10):1836-1842, 2003. [doi]

2002

Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systemsOswaldo Luiz V. Costa, Julio C. C. Aya. automatica, 38(2):217-225, 2002. [doi]

Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systemsOswaldo Luiz V. Costa, S. Guerra. tac, 47(8):1351-1356, 2002. [doi]

2000

Output feedback control of Markov jump linear systems in continuous-timeDaniela Pucci de Farias, José Claudio Geromel, João B. R. do Val, Oswaldo Luiz V. Costa. tac, 45(5):944-949, 2000. [doi]

1999

Constrained quadratic state feedback control of discrete-time Markovian jump linear systemsOswaldo Luiz V. Costa, E. O. Assumpção Filho, El Kebir Boukas, R. P. Marques. automatica, 35(4):617-626, 1999. [doi]

Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati EquationsOswaldo Luiz V. Costa, R. P. Marques. mcss, 12(2):167-195, 1999. [doi]

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