The following publications are possibly variants of this publication:
- Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noiseO. L. V. Costa, A. Oliveira. cdc 2010: 573-578 [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]
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noisesFabio Barbieri, Oswaldo L. V. Costa. ijsysc, 51(10):1825-1846, 2020. [doi]
- 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]
- 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]
- 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]
- 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]