Marcelo D. Fragoso

89 papers C 9Journal 35Unranked 45
YearRankTypeTitle / Venue / Authors
2025 J jnl
Solving Markov decision processes via state space decomposition and time aggregation.
Eur. J. Oper. Res.
Rodrigo e Alvim Alexandre, Marcelo D. Fragoso, Virgílio José Martins Ferreira Filho, Edilson F. Arruda
2024 J jnl
A numerical method for ergodic optimal control of switching diffusions with reflection.
Eur. J. Control
Saul C. Leite, Marcelo D. Fragoso
2022 J jnl
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models.
Int. J. Control
André Marcorin de Oliveira, Oswaldo L. V. Costa, Marcelo D. Fragoso, Frederik Stadtmann
2021 J jnl
A Novel Stochastic Epidemic Model with Application to COVID-19.
CoRR
Edilson F. Arruda, Rodrigo e Alvim Alexandre, Marcelo D. Fragoso, João Bosco Ribeiro do Val, Sinnu Susan Thomas
2021 — conf
Best Linear Mean Square Filter for a New Class of Markovian Jump Linear Systems with Hidden Markov Parameter.
CCTA
Fortià V. Vergés, Marcelo D. Fragoso
2021 J jnl
Fast Switching Detector-Based H
SIAM J. Control. Optim.
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
2021 — conf
On a Non-detectable Riccati Differential Equations Arising from a Filtering Problems of Markov Jump Linear Systems.
CDC
Fortià V. Vergés, Marcelo D. Fragoso
2020 — conf
Numerical Method for Ergodic Optimal Control Problems of Switching Stochastic Differential Equations with Reflection.
CDC
Saul C. Leite, Marcelo D. Fragoso
2020 — conf
Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain.
CDC
Fortià V. Vergés, Marcelo D. Fragoso
2020 — conf
Optimal Linear Mean Square Filter for Markov Jump Linear Systems with Hidden Markov Chain and Partial Observations of the State.
ECC
Fortia V. Verges, Marcelo D. Fragoso
2019 J jnl
A multi-cluster time aggregation approach for Markov chains.
Autom.
Edilson F. Arruda, Marcelo D. Fragoso, Fabrício Ourique
2019 — conf
Differential Games for Markov Jump Linear Systems with Fractional Brownian Perturbation.
ICCA
Karen Guevara, Marcelo D. Fragoso
2019 — conf
Mean Stability of a Class of Two-Time-Scale Markov Jump Linear Systems.
CDC
Felipe O. dos Santos, Marcos G. Todorov, Marcelo D. Fragoso
2019 — conf
Robustness Margins for Continuous-time Markov Jump Linear Systems with Uncertain Transition Rates.
CDC
Dayana C. dos Santos, Marcos G. Todorov, Marcelo D. Fragoso
2018 J jnl
Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations.
Autom.
Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo Luiz do Valle Costa
2018 — conf
Mean Square Stability and H
CDC
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
2017 J jnl
H∞ control of continuous-time Markov jump linear systems with detector-based mode information.
Int. J. Control
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
2017 — conf
Multi-partition time aggregation for Markov Chains.
CDC
Edilson F. Arruda, Marcelo D. Fragoso, Fabrício Ourique
2017 — conf
Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation.
CDC
Karen Guevara, Marcelo D. Fragoso
2017 — conf
Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems.
CDC
Fortia V. Verges, Marcelo D. Fragoso
2016 J jnl
A new look at the robust control of discrete-time Markov jump linear systems.
Int. J. Control
Marcos G. Todorov, Marcelo D. Fragoso
2016 — conf
Discounted Markov decision processes via time aggregation.
ECC
Edilson F. Arruda, Marcelo D. Fragoso
2016 — conf
H∞ filtering for markovian jump linear systems with mode partial information.
CDC
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
2016 J jnl
New methods for mode-independent robust control of Markov jump linear systems.
Syst. Control. Lett.
Marcos G. Todorov, Marcelo D. Fragoso
2015 — conf
A Bounded Real Lemma for continuous-time linear systems with partial information on the Markovian jumping parameters.
CDC
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
2015 J jnl
A Detector-Based Approach for the H
IEEE Trans. Autom. Control.
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos Garcia Todorov
2015 — conf
A new approach for the H∞ control of Markov jump linear systems with partial information.
CDC
Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo L. V. Costa
2015 J jnl
Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm.
Eur. J. Oper. Res.
Edilson Fernandes de Arruda, Marcelo D. Fragoso
2014 — conf
New methods for mode-independent robust control of Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2014 — conf
On the control of power consumption in server farms via heavy traffic approximation.
CDC
Saul de Castro Leite, Marcelo D. Fragoso
2013 J jnl
A new perspective on the robustness of Markov jump linear systems.
Autom.
Marcos G. Todorov, Marcelo D. Fragoso
2013 — conf
New LMI methods to the robust control of discrete-time Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2012 C conf
A two-phase time aggregation algorithm for average cost Markov decision processes.
ACC
Edilson Fernandes de Arruda, Marcelo D. Fragoso
2012 — conf
New results on the robustness of discrete-time Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2011 J jnl
Approximate dynamic programming via direct search in the space of value function approximations.
Eur. J. Oper. Res.
Edilson F. Arruda, Marcelo D. Fragoso, João Bosco Ribeiro do Val
2011 J jnl
Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization.
SIAM J. Matrix Anal. Appl.
André da Motta Salles Barreto, Marcelo D. Fragoso
2011 J jnl
On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain.
Eur. J. Control
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
2011 J jnl
On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems.
SIAM J. Control. Optim.
Marcos G. Todorov, Marcelo D. Fragoso
2011 J jnl
Time aggregated Markov decision processes via standard dynamic programming.
Oper. Res. Lett.
Edilson F. Arruda, Marcelo D. Fragoso
2010 J jnl
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters.
IEEE Trans. Autom. Control.
Marcelo D. Fragoso, Oswaldo L. V. Costa
2010 J jnl
Heavy traffic analysis of state-dependent parallel queues with triggers and an application to web search systems.
Perform. Evaluation
Saul de Castro Leite, Marcelo D. Fragoso
2010 C conf
On the robust control of continuous-time Markov jump linear systems subject to block-diagonal uncertainty.
ACC
Marcos G. Todorov, Marcelo D. Fragoso
2010 J jnl
On the stability radii of continuous-time infinite Markov jump linear systems.
Math. Control. Signals Syst.
Marcos G. Todorov, Marcelo D. Fragoso
2010 — conf
On the state-feedback robust control of continuous-time infinite Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2010 — conf
Output-feedback robust control of continuous-time infinite Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2009 — conf
An unified approach to signaling stochastic networks and their heavy traffic approximations.
ECC
Saul C. Leite, Marcelo D. Fragoso
2009 — conf
On the robust stability, stabilization, and stability radii of continuous-time Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2009 — conf
Robust stability and stabilization of continuous-time infinite Markov jump linear systems.
ECC
Marcos G. Todorov, Marcelo D. Fragoso
2009 — conf
Robust stability and stabilization of discrete-time infinite Markov jump linear systems.
ECC
Marcos G. Todorov, Marcelo D. Fragoso
2009 — conf
Standard dynamic programming applied to time aggregated Markov decision processes.
CDC
Edilson F. Arruda, Marcelo D. Fragoso
2008 C conf
An application of convex optimization concepts to approximate dynamic programming.
ACC
Edilson F. Arruda, Marcelo D. Fragoso, João Bosco Ribeiro do Val
2008 — conf
Diffusion approximation of state dependent G-networks under heavy traffic.
CDC
Saul de Castro Leite, Marcelo D. Fragoso
2008 J jnl
Infinite Markov jump-bounded real lemma.
Syst. Control. Lett.
Marcos G. Todorov, Marcelo D. Fragoso
2008 J jnl
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems.
Math. Control. Signals Syst.
Jack Baczynski, Marcelo D. Fragoso
2008 J jnl
Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems.
Syst. Control. Lett.
Jack Baczynski, Marcelo D. Fragoso
2008 — conf
On the analysis of G-queues under heavy traffic.
CDC
Saul de Castro Leite, Marcelo D. Fragoso
2008 C conf
On the stability radii of continuous-time Markov jump linear systems.
ACC
Marcos G. Todorov, Marcelo D. Fragoso
2008 J jnl
Output Feedback H
SIAM J. Control. Optim.
Marcos G. Todorov, Marcelo D. Fragoso
2008 — conf
Output feedback H
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2008 — conf
Robust linear filtering for continuous-time hybrid Markov linear systems.
CDC
Oswaldo L. V. Costa, Marcelo D. Fragoso
2007 C conf
Infinite Markov Jump Bounded Real Lemma.
ACC
Marcos G. Todorov, Marcelo D. Fragoso
2007 — conf
Output feedback robust stabilization of continuous-time infinite Markov jump linear systems.
CDC
Marcos G. Todorov, Marcelo D. Fragoso
2005 — conf
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems.
CDC/ECC
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
2005 J jnl
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems.
SIAM J. Control. Optim.
Eduardo F. Costa, João Bosco Ribeiro do Val, Marcelo D. Fragoso
2005 — conf
A Note on Convergence in Maximal Solution Problems for Infinite Markov Jump Linear Systems.
CDC/ECC
Jack Baczynski, Marcelo D. Fragoso
2005 J jnl
A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances.
SIAM J. Control. Optim.
Marcelo D. Fragoso, Oswaldo L. V. Costa
2005 C conf
Invariant measures for jump-type Fleming-Viot processes.
ACC
Telles T. Da Silva, Marcelo D. Fragoso
2005 J jnl
Optimal linear mean square filter for continuous-time jump linear systems.
IEEE Trans. Autom. Control.
Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski, Nei C. S. Rocha
2005 J jnl
Stationary Filter For Continuous-Time Markovian Jump Linear Systems.
SIAM J. Control. Optim.
Marcelo D. Fragoso, Nei C. S. Rocha
2004 — conf
A note on jump-type Fleming-Viot processes.
CDC
Marcelo D. Fragoso, Telles T. Da Silva
2004 J jnl
Comments on "Stochastic stability of jump linear systems".
IEEE Trans. Autom. Control.
Oswaldo L. V. Costa, Marcelo D. Fragoso
2004 J jnl
Discussion on: "On the Continuous Time-Varying JLQ Problem".
Eur. J. Control
Marcelo D. Fragoso
2004 C conf
On existence of maximal solution for infinite dimensional perturbed algebraic Riccati equations associated to Markov jump linear systems.
ACC
Jack Baczynski, Marcelo D. Fragoso
2004 C conf
On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation.
ACC
Jack Bamynski, Marcelo D. Fragoso
2004 — conf
Stationary filter for continuous-time Markovian jump linear systems.
CDC
Marcelo D. Fragoso, Nei C. S. Rocha
2003 — conf
Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems.
CDC
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
2002 J jnl
H ∞ filtering for Markovian jump linear systems.
Int. J. Syst. Sci.
Carlos E. de Souza, Marcelo D. Fragoso
2001 J jnl
On a discrete-time linear jump stochastic dynamic game.
Int. J. Syst. Sci.
Jack Baczynski, Marcelo D. Fragoso, Ernesto P. Lopes
2001 — conf
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control.
ECC
Marcelo D. Fragoso, Jack Baczynski
2001 J jnl
Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters.
SIAM J. Control. Optim.
Marcelo D. Fragoso, Jack Baczynski
2001 — conf
Some aspects of stability in continuous time linear infinite Markov jump parameter systems.
ECC
Marcelo D. Fragoso, Jack Baczynski
2001 — conf
The minimum linear mean square filter for a class of hybrid systems.
ECC
Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski
2000 — conf
A stochastic approach to the flood control problem.
CDC
Marinho Gomes Andrade, Marcelo D. Fragoso, Adriano A. F. M. Carneiro
2000 — conf
A unified approach for mean square stability of continuous-time Markovian jumping linear systems with additive disturbances.
CDC
Marcelo D. Fragoso, Oswaldo L. V. Costa
2000 — conf
H
CDC
Marcelo D. Fragoso, Eulina C. S. Nascimento, Jack Baczynski
2000 — conf
Lyapunov coupled equations for infinite jump linear systems.
CDC
Marcelo D. Fragoso, Jack Baczynski
2000 C conf
Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters.
ACC
Marcelo D. Fragoso, Oswaldo L. V. Costa
2000 — conf
Nonstationary zero sum stochastic games with incomplete observation.
CDC
D. Leao, João Bosco Ribeiro do Val, Marcelo D. Fragoso
1995 J jnl
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems.
IEEE Trans. Autom. Control.
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso