Publicações (Publications)


 

    1. C.S. Kubrusly e O.L.V. Costa, Mean Square Stability Conditions for Discrete Stochastic Bilinear Systems, IEEE Transactions on Automatic Control, AC-30, no 11, 1082-1087, 1985
    2. O.L.V. Costa e M.H.A. Davis, Approximations for Optimal Stopping of a Piecewise-Deterministic Process, Mathematics of Control, Signals and Systems, vol 1, 123-146, 1988
    3. O.L.V. Costa e M.H.A. Davis, Impulse Control of Piecewise-Deterministic Processes, Mathematics of Control, Signals and Systems, vol 2, 187-206, 1989
    4. O.L.V. Costa, Average Impulse Control of Piecewise-Deterministic Processes, IMA Journal of Mathematical Control and Information, vol 6, 375-397, 1989
    5. O.L.V. Costa, Stationary Distributions for Piecewise-Deterministic Markov Processes, Journal of Applied Probability, vol 27, 60-73, 1990
    6. O.L.V. Costa, Impulse Control of Piecewise-Deterministic Processes Via Linear Programming, IEEE Transactions on Automatic Control, vol 36, no 3, 371-375, 1991
    7. O.L.V. Costa,  Asymptotic Convergence for the Average Impulse Control of Piecewise-Deterministic Markov Processes, IMA Journal of Mathematical Control and Information, vol 8, 1-27, 1991
    8. O.L.V. Costa e C.S. Kubrusly, Lyapunov Equation for Infinite-Dimensional Discrete Bilinear Systems, Systems and Control Letters, vol 17, 71-77, 1991
    9. C.S. Kubrusly e O.L.V. Costa, Mean Square Stability for Discrete Bilinear Systyems in Hilbert Space, Systems and Control Letters, vol 19, 205-211, 1992
    10. O.L.V. Costa, Discretizations for the Average Impulse Control of Piecewise-Deterministic Processes, Journal of Applied Probability, vol 30, 405-420, 1993
    11. O.L.V. Costa e M.D.Fragoso, Stability Results for Discrete-Time Linear Systems with Markovian Jumping Parameters, Journal of Mathematical Analysis and Applications, vol 179, 154-178, 1993
    12. O.L.V. Costa e C.S. Kubrusly, Riccati Equation for Infinite-Dimensional Discrete Bilinear Systems, IMA Journal of Mathematical Control and Information, vol 10, 273-291, 1993
    13. O.L.V. Costa, Linear Minimum Mean Square Error Estimation for Discrete-Time Markovian Jump Linear Systems, IEEE Transactions on Automatic Control, vol 39, 1685-1689, 1994
    14. O.L.V. Costa, Discrete-Time Coupled Riccati Equations for Systems with Markov Switching Parameters, Journal of Mathematical Analysis and Applications, vol 194, 197-216, 1995
    15. O.L.V. Costa, G.M.S. Ferreira, e C.S. Kubrusly, On Mean Square Stable Bilinear Systems,  IMA Journal of Mathematical Control and Information, vol 12, 325-329, 1995
    16. O.L.V. Costa e M.D. Fragoso,  Discrete-Time LQ-Optimal Control Problems for Infinite Markov Jump Parameters Systems, IEEE Transactions on Automatic Control, vol 40, 2076-2088, 1995
    17. O.L.V. Costa, Impulse Control of Piecewise-Deterministic Systems, Discrete-Time Control System Analysis and Design, Editor : C.T. Leondes, Academic Press, Volume: 71,  291-344, 1995
    18. O.L.V. Costa e C.S. Kubrusly,  State Feedback Hinf-Optimal Control for Discrete-Time Infinite-Dimensional Stochastic Bilinear Systems, Journal of Mathematical Systems, Estimation and Control, vol 6, 223-226 (summary), 1996
    19. O.L.V. Costa, Mean Square Stabilizing Solutions for Discrete-Time Coupled Algebraic Riccati Equations, IEEE Transactions on Automatic Control, vol 41, 593-598, 1996
    20. O.L.V. Costa e J.B.R. do Val, Full Information Hinf -Control for Discrete-Time Infinite Markov Jump Parameter Systems, Journal of Mathematical Analysis and Applications, vol 202, 578-603, 1996
    21. O.L.V. Costa, J.B.R. do Val e J.C. Geromel, A Convex Programming Approach to H2-Control of Markovian Jump Linear Systems, International Journal of Control, vol 66, 557-579, 1997
    22. O.L.V. Costa e C.S. Kubrusly, Quadratic Optimal Control for Discrete-Time Infinite-Dimesional Stochastic Bilinear Systems, IMA Journal of Mathematical Control and Information, vol 14, 385-399, 1997
    23. Oswaldo L. V. Costa e Ricardo P. Marques, Mixed H2/Hinf Control of Discrete-Time Markovian Jump Linear Systems, IEEE Transactions on Automatic Control, vol 43, 95-100, 1998
    24. M.D. Fragoso, O.L.V. Costa e C.E. de Souza, A New Approach to Linearly Perturbed Riccati Equations Arising in Stochastic Control, Journal of Applied Mathematics and Optimization, vol 37, 99-126, 1998
    25. J.B.R. do Val, J.C. Geromel, e O.L.V. Costa, Uncoupled Riccati Equations for the Linear Quadratic Control Problem of Discrete-Time Markov Jump Linear Systems,  IEEE Transactions on Automatic Control, vol. 43 (12), 1727-1733, 1998
    26. K. Benjelloun, E.K. Boukas, O.L.V. Costa, e P. Shi, Desgin of Robust Controller for Linear Systems with Markovian Jumping Parameters, Mathematical Problems in Engineering, 4 (4), 269-288, 1998
    27. O.L.V. Costa e E.K. Boukas,  Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-Time Linear Systems with Markovian Jumps, Journal of  Optimization Theory and Applications, vol. 99 (2), 359-379, 1998
    28. O.L.V. Costa e J.B.R. do Val, Jump LQ-Optimal Control for Discrete-Time Markovian Systems with Stochastic Inputs, Stochastic Analysis and Applications, vol. 16 (5), 843-858, 1998
    29. O.L.V. Costa, J.B.R. do Val, e J.C. Geromel, Continuous-Time State Feedback H2-Control of Markovian Jump Linear Systems via Convex Analysis, Automatica, vol 35 (2), 259-268, 1999
    30. O.L.V. Costa, E.O. Assumpção, E.K. Boukas e R.P. Marques, Constrained Quadratic State Feedback Control for Discret-Time Markovian Jump Linear Systems, Automatica, vol 35 (4), 617-626, 1999
    31. O.L.V. Costa e R.P. Marques, Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations, Mathematics of Control, Signals and Systems, vol. 12 (2), 167-195, 1999
    32. F. Dufour  e O.L.V. Costa, Stability of Piecewise Deterministic Markov Processes, SIAM Journal on Control and Optimization, vol 37 (5), 1483-1502, 1999
    33. J.B.R. do Val, J.C. Geromel, O.L.V. Costa, Solutions for the Linear Quadratic Control Problem of Markov Jump Linear Systems, J. Optimization Theory and Applications, vol. 103 (2), 283-311, 1999
    34. O.L.V. Costa e F. Dufour, Invariant Probability Measures for a Class of Feller Markov Chains, Statistics and Probability Letters, vol 50, 13-21, 2000
    35. O.L.V. Costa, C.A.B. Raymundo e F. Dufour, Optimal Stopping with Continuous Control of Piecewise Deterministic Markov Processes, Stochastics and Stochastics Reports, vol 70, 41-73, 2000
    36. O.L.V. Costa e C.A.B. Raymundo, Impulse and Continous Control of Piecewise Deterministic Markov processes, Stochastics and Stochastics Reports, vol 70, 75-107, 2000
    37. K. Benjelloun, El Kebir Boukas e O.L.V. Costa, H-infinity Control for Linear Time-Delay Systems with Markovian Jumping Parameters, Journal of Optimization Theory and Applications, vol 105, 73-95, 2000
    38. Daniela Pucci Farais, J.C. Geromel, J.B.R. do Val e O.L.V. Costa, Output Feedback Control of Markov Jump Linear Systems in Continuous-Time, IEEE Transactions on Automatic Control, vol 45, 944-949, 2000
    39. O.L.V. Costa e R.P. Marques, Robust H2-Control for Discrete-Time  Markovian Jump Linear Systems, International Journal of Control, vol 73, 11-21, 2000
    40. H.G.V de Assunção e O.L.V. Costa, Modelos de Rastreamento em Carteiras de Investimento, Resenha BMF, n. 142, 68-77, 2000
    41. O.L.V. Costa e F. Dufour, Necessary and Sufficient Conditions for Non-Singular Invariant Probability Measures for Feller Markov Chains, Statistics and Probability Letters, vol 53, 47-57, 2001
    42. O.L.V. Costa e Julio Cesar Ceballos Aya, Temporal Difference Methods for the Maximal  Solution of Discrete-Time Coupled Algebraic Riccati Equations, Journal of Optimization Theory and  Applications, vol 109, 289-309, 2001
    43. O.L.V. Costa e Julio Cesar Ceballos Aya, Monte_Carlo TD(lambda)-Methods for the  Optimal Control of Discrete-Time Markovian Jump LInear Systems, Automatica, vol 38, 17-225, 2002
    44. O.L.V. Costa e Antonio Claudio Paiva, Robust Portfolio Selection Using Linear Matrix  Inequalities, Journal Of Economic Dynamics And Control, vol 26, 889-909, 2002
    45. O.L.V. Costa e Rodrigo de Barros Nabholz, A Linear Matrix Inequalities Approach to Robust Mean-Semivariance Portfolio Optimization, Computational Methods in Decision-Making, Economics and Finance, Kluwer, edited by Erricos John Kontoghiorghes, Berc Rustem e Stavros Siokos, 87-105, 2002
    46. O.L.V. Costa e Susset Guerra Jiménez, Robust Linear Filtering for Discrete-Time Hybrid Markov Linear Systems,  International Journal of Control,  vol 75, n. 10, p. 712-727, 2002
    47. O.L.V. Costa e F. Dufour, On the Poisson Equation for Piecewise Deterministic Markov Processes, SIAM Journal on Control and Optimization, vol 42, n. 3, p. 985-1001, 2003
    48. O.L.V. Costa e Julio Cesar Ceballos Aya, Métodos de Diferenças Temporais Aplicado às Equações de Riccati Acopladas entre Si, Revista Brasileira de Controle & Automação (SBA), São Paulo, Brasil, vol 14, n. 3, p. 223-234, 2003
    49. O.L.V. Costa e Esteban F. Tuesta,.Finite Horizon Quadratic Optimal Control and a Separation Principle for Markovian Jump Linear Systems, IEEE Transactions on Automatic Control, vol 48, n. 10, p. 1836-1842, 2003
    50. O.L.V. Costa e Rodrigo de Barros Nabholz, Otimização Robusta de Carteiras Utilizando Desigualdades Matriciais Lineares, Revista Brasileira de Controle & Automação (SBA), Brasil, vol 15, n. 1, p. 41-52, 2004
    51. M.D. Fragoso e O.L.V. Costa, Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters, Stochastic Analysis and Applications, vol. 22, n. 1, p. 99-111, 2004
    52. O.L.V. Costa e Esteban F. Tuesta, H2-Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems, Mathematics Of Control Signals And Systems, vol. 16, n. 4, p. 320-350, 2004
    53. O.L.V. Costa e Susset Guerra Jiménez, Filtros Recursivos Lineares e Controle Ótimo para Sistemas Lineares com Variações Abruptas e Observações Parciais, Revista Brasileira de Controle & Automação (SBA), Brasil, vol. 15, n. 1, p. 53-61, 2004
    54. O.L.V. Costa e M.D. Fragoso, Comments on Stochastic stability of jump linear systems, IEEE Transactions on Automatic Control, vol. 49, n. 8, p. 1414-1416, 2004
    55. M.D. Fragoso, O.L.V. Costa, J. Baczynski e N. Rocha, Optimal Linear Mean Square Filter for Continuous-Time Jump Linear Systems, IEEE Transactions on Automatic Control, vol. 50, n. 9, p. 1364-1369, 2005
    56. O.L.V. Costa e F. Dufour, On the Ergodic Decomposition for a Class of Markov Chains, Stochastic Processes and their Applications, vol. 115, p. 401-415, 2005
    57. M.D. Fragoso, e O.L.V. Costa, A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbance, SIAM Journal on Control and Optimization, vol. 44, n. 4, p. 1165-1191, 2005
    58. O.L.V. Costa e F. Dufour, A Sufficient Condition for the Existence of an Invariant Probability Measure for Markov Processes, Journal of Applied Probability, vol. 42, p. 873-878, 2005
    59. O.L.V. Costa e Rodrigo de Barros Nabholz,. A Multi-Period Mean-Variance Portfolio Selection Problem, Revista Brasileira de Finanças, São Paulo, vol. 3, n. 1, p. 101-121, 2005
    60. O.L.V. Costa e F. Dufour,. Ergodic Properties and Ergodic Decompositions of Continuous-Time Markov Processes, Journal of Applied Probability, vol. 43, n. 3, p. 767-781, 2006

 


Última modificação: janeiro/2007

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