Oswaldo Luiz V. Costa

	2012
22		Oswaldo Luiz V. Costa, Alexandre de Oliveira: Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Automatica 48(2): 304-315 (2012)
21		Oswaldo Luiz V. Costa, François Dufour: Singularly Perturbed Discounted Markov Control Processes in a General State Space. SIAM J. Control and Optimization 50(2): 720-747 (2012)
	2011
20		Oswaldo Luiz V. Costa, François Dufour: Singular control for discounted Markov Decision Processes in a general state space. CDC-ECE 2011: 7087-7092
19		Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites: Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Automatica 47(3): 466-476 (2011)
	2010
18		Oswaldo Luiz V. Costa, François Dufour: Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. CDC 2010: 1436-1441
17		Oswaldo Luiz V. Costa, A. Oliveira: Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise. CDC 2010: 573-578
16		Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites: Linear minimum mean square filter for discrete-time linear systems with multiplicative noise. CDC 2010: 7706-7711
15		Oswaldo Luiz V. Costa, François Dufour: Average Continuous Control of Piecewise Deterministic Markov Processes. SIAM J. Control and Optimization 48(7): 4262-4291 (2010)
	2009
14		Oswaldo Luiz V. Costa, Andre Cury Maiali, Afonso de C. Pinto: Sampled control for mean-variance hedging in a jump diffusion financial market. CDC 2009: 3656-3661
13		Oswaldo Luiz V. Costa, François Dufour: The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. CDC 2009: 506-511
	2008
12		Oswaldo Luiz V. Costa, François Dufour: Stability and ergodicity of piecewise deterministic Markov processes. CDC 2008: 1525-1530
11		Oswaldo Luiz V. Costa, François Dufour: The vanishing approach for the average continuous control of piecewise deterministic Markov processes. CDC 2008: 3817-3822
10		Oswaldo Luiz V. Costa, Marcelo D. Fragoso: Robust linear filtering for continuous-time hybrid Markov linear systems. CDC 2008: 5098-5103
9		Oswaldo Luiz V. Costa, Michael V. Araujo: A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Automatica 44(10): 2487-2497 (2008)
8		Oswaldo Luiz V. Costa, François Dufour: Stability and Ergodicity of Piecewise Deterministic Markov Processes. SIAM J. Control and Optimization 47(2): 1053-1077 (2008)
	2007
7		Oswaldo Luiz V. Costa, Wanderlei L. de Paulo: Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Automatica 43(4): 587-597 (2007)
	2005
6		Marcelo D. Fragoso, Oswaldo Luiz V. Costa: A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances. SIAM J. Control and Optimization 44(4): 1165-1191 (2005)
	2004
5		Oswaldo Luiz V. Costa, E. F. Tuesta: H 2-Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems. MCSS 16(4): 320-350 (2004)
	2003
4		Oswaldo Luiz V. Costa, François Dufour: On the Poisson Equation for Piecewise-Deterministic Markov Processes. SIAM J. Control and Optimization 42(3): 985-1001 (2003)
	2002
3		Oswaldo Luiz V. Costa, Julio C. C. Aya: Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systems. Automatica 38(2): 217-225 (2002)
	1999
2		Oswaldo Luiz V. Costa, João Bosco Ribeiro do Val, José Claudio Geromel: Continuous-time state-feedback H2-control of Markovian jump linear systems via convex analysis. Automatica 35(2): 259-268 (1999)
1		Oswaldo Luiz V. Costa, E. O. Assumpção Filho, El Kebir Boukas, R. P. Marques: Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Automatica 35(4): 617-626 (1999)

Coauthor Index

1	Michael V. Araujo	[9]
2	Julio C. C. Aya	[3]
3	Guilherme R. A. M. Benites	[16] [19]
4	El Kebir Boukas (El-Kébir Boukas)	[1]
5	François Dufour	[4] [8] [11] [12] [13] [15] [18] [20] [21]
6	E. O. Assumpção Filho	[1]
7	Marcelo D. Fragoso	[6] [10]
8	José Claudio Geromel	[2]
9	Andre Cury Maiali	[14]
10	R. P. Marques	[1]
11	A. Oliveira	[17]
12	Alexandre de Oliveira	[22]
13	Wanderlei L. de Paulo	[7]
14	Afonso de C. Pinto	[14]
15	E. F. Tuesta	[5]
16	João Bosco Ribeiro do Val	[2]

Colors in the list of coauthors

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