Oswaldo L. V. Costa

86 papers C 3Journal 58Unranked 25

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	An Iterative LMI-Based Approach for Reduced-Order H IEEE Control. Syst. Lett. Marco A. Granato, Oswaldo L. V. Costa
2025	J	`jnl`	An Improved Iterative Approach for Static Output Feedback Control of Discrete-Time Hidden Markov Jump Linear Systems. IEEE Access Marco A. Granato, Oswaldo L. V. Costa
2025	J	`jnl`	Reduced-order H∞ filtering of phase-type semi-Markov jump linear systems. J. Frankl. Inst. Gabriela Werner Gabriel, André Marcorin de Oliveira, Oswaldo L. V. Costa, Sergio Ronaldo Barros dos Santos
2025	—	`conf`	Robust Stabilizing Control of Semi-Markov Jump Linear Systems with Decay Rate Guarantees. CDC André Marcorin de Oliveira, Oswaldo L. V. Costa
2024	J	`jnl`	Adaptive average control for piecewise deterministic Markov processes. Syst. Control. Lett. Oswaldo L. V. Costa, François Dufour, Alexandre Génadot
2024	J	`jnl`	Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems. Syst. Control. Lett. Oswaldo L. V. Costa, André Marcorin de Oliveira
2024	J	`jnl`	Filtering for Nonlinear and Linear Markov Jump Systems. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, André Marcorin de Oliveira
2024	J	`jnl`	Static Output Energy-to-Peak Control for Semi-Markov Jump Linear Systems With Phase-Type Distributions and Hidden Modes. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, André Marcorin de Oliveira
2023	J	`jnl`	H IEEE Control. Syst. Lett. Matheus Souza, Marcel De Almeida, André R. Fioravanti, Oswaldo L. V. Costa
2023	J	`jnl`	Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter. IEEE Trans. Syst. Man Cybern. Syst. André Marcorin de Oliveira, Sergio R. Barros dos Santos, Oswaldo L. V. Costa
2023	J	`jnl`	Reduced-order energy-to-peak filtering for hidden Markov jump linear systems. J. Frankl. Inst. André Marcorin de Oliveira, Oswaldo L. V. Costa, Sergio R. Barros dos Santos, Gabriela Werner Gabriel
2023	J	`jnl`	ℋ Int. J. Control Marcel De Almeida, Matheus Souza, André R. Fioravanti, Oswaldo L. V. Costa
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
2022	—	`conf`	Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter. CDC André Marcorin de Oliveira, Oswaldo L. V. Costa, Gabriela Werner Gabriel, Sergio R. Barros dos Santos
2022	J	`jnl`	Energy-to-Peak Reduced Order Filtering for Continuous-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter. IEEE Access André Marcorin de Oliveira, Oswaldo L. V. Costa, Gabriela Werner Gabriel, Sergio Ronaldo Barros dos Santos
2022	J	`jnl`	Robust static output feedback control for hidden Markov jump linear systems. Int. J. Syst. Sci. André Marcorin de Oliveira, Oswaldo L. V. Costa, Gabriela Werner Gabriel
2021	J	`jnl`	Formation Static Output Control of Linear Multi-Agent Systems With Hidden Markov Switching Network Topologies. IEEE Access Eduardo S. Rodriguez-Canales, Oswaldo L. V. Costa
2021	J	`jnl`	Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes. Math. Methods Oper. Res. Oswaldo L. V. Costa, François Dufour
2020	J	`jnl`	A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises. Int. J. Syst. Sci. Fabio Barbieri, Oswaldo L. V. Costa
2020	J	`jnl`	Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems. IEEE Access Yeison Andres Zabala, Oswaldo L. V. Costa
2019	—	`conf`	A Separation Procedure Strategy for the H∞ Dynamic Output Feedback Control of Hidden Markov Jump System. ECC André Marcorin de Oliveira, Oswaldo L. V. Costa
2018	—	`conf`	A suboptimal LMI formulation for the H2 static output feedback control of hidden Markov jump linear systems. ECC André Marcorin de Oliveira, Oswaldo L. V. Costa, Jamal Daafouz
2018	J	`jnl`	Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning. Entropy Hellinton H. Takada, Julio Michael Stern, Oswaldo L. V. Costa, Celma O. Ribeiro
2018	J	`jnl`	Design of Stabilizing Dynamic Output Feedback Controllers for Hidden Markov Jump Linear Systems. IEEE Control. Syst. Lett. André Marcorin de Oliveira, Oswaldo L. V. Costa, Jamal Daafouz
2018	J	`jnl`	Exponential Hidden Markov Models for ${H} _\infty$ Control of Jumping Systems. IEEE Control. Syst. Lett. Frederik Stadtmann, Oswaldo L. V. Costa
2018	J	`jnl`	Mixed ℋ Int. J. Syst. Sci. André Marcorin de Oliveira, Oswaldo L. V. Costa
2018	—	`conf`	Network-Aware Design of State-Feedback Controllers for Linear Wireless Networked Control Systems. ADHS André Marcorin de Oliveira, Vineeth S. Varma, Romain Postoyan, Irinel-Constantin Morarescu, Jamal Daafouz, Oswaldo L. V. Costa
2018	J	`jnl`	Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Int. J. Syst. Sci. Fabio Barbieri, Oswaldo L. V. Costa
2017	J	`jnl`	H IEEE Trans. Autom. Control. Frederik Stadtmann, Oswaldo L. V. Costa
2017	J	`jnl`	H2-Filtering for discrete-time hidden Markov jump systems. Int. J. Control André Marcorin de Oliveira, Oswaldo L. V. Costa
2017	J	`jnl`	H∞-filtering for Markov jump linear systems with partial information on the jump parameter. IFAC J. Syst. Control. André Marcorin de Oliveira, Oswaldo L. V. Costa
2016	J	`jnl`	Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. Oswaldo L. V. Costa, François Dufour, Alexei B. Piunovskiy
2016	C	`conf`	ℋ∞-filtering design for discrete-time Markov Jump Systems with hidden parameters. CCA Alexandre de Oliveira, Oswaldo L. V. Costa
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`	LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, Danilo Zucolli Figueiredo
2015	—	`conf`	Mean square stability and H2-control of continuous-time jump linear systems with partial information on the Markov parameter. CDC Frederik Stadtmann, Oswaldo L. V. Costa
2014	J	`jnl`	Quadratic and Int. J. Control Oswaldo L. V. Costa, Carlos A. Cavichioli Gonzaga
2014	J	`jnl`	Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, Danilo Zucolli Figueiredo
2013	J	`jnl`	Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Int. J. Control Oswaldo L. V. Costa, Guilherme R. A. M. Benites
2013	—	`conf`	Stochastic stability for discrete-time Markov jump Lur'e systems. CDC Carlos A. Cavichioli Gonzaga, Oswaldo L. V. Costa
2013	—	`conf`	Switched state-feedback control of discrete-time linear systems with multiplicative noises. CDC Carlos A. Cavichioli Gonzaga, Oswaldo L. V. Costa
2012	J	`jnl`	Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Autom. Oswaldo L. V. Costa, Alexandre de Oliveira
2012	J	`jnl`	Singularly Perturbed Discounted Markov Control Processes in a General State Space. SIAM J. Control. Optim. Oswaldo L. V. Costa, François Dufour
2011	J	`jnl`	Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Autom. Oswaldo L. V. Costa, Guilherme R. A. M. Benites
2011	—	`conf`	Singular control for discounted Markov Decision Processes in a general state space. CDC/ECC Oswaldo L. V. Costa, François Dufour
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`	Average Continuous Control of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. Oswaldo L. V. Costa, François Dufour
2010	—	`conf`	Linear minimum mean square filter for discrete-time linear systems with multiplicative noise. CDC Oswaldo L. V. Costa, Guilherme R. A. M. Benites
2010	—	`conf`	Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise. CDC Oswaldo L. V. Costa, Alexandre de Oliveira
2010	J	`jnl`	Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de Campos Pinto
2010	—	`conf`	Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. CDC Oswaldo L. V. Costa, François Dufour
2009	J	`jnl`	Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Int. J. Control Oswaldo L. V. Costa, Rodrigo Takashi Okimura
2009	—	`conf`	Sampled control for mean-variance hedging in a jump diffusion financial market. CDC Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de Campos Pinto
2009	—	`conf`	The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. CDC Oswaldo L. V. Costa, François Dufour
2008	J	`jnl`	A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Autom. Oswaldo L. V. Costa, Michael V. Araujo
2008	—	`conf`	Robust linear filtering for continuous-time hybrid Markov linear systems. CDC Oswaldo L. V. Costa, Marcelo D. Fragoso
2008	J	`jnl`	Stability and Ergodicity of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. Oswaldo L. V. Costa, François Dufour
2008	—	`conf`	Stability and ergodicity of piecewise deterministic Markov processes. CDC Oswaldo L. V. Costa, François Dufour
2008	—	`conf`	The vanishing approach for the average continuous control of piecewise deterministic Markov processes. CDC Oswaldo L. V. Costa, François Dufour
2007	J	`jnl`	Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Autom. Oswaldo L. V. Costa, Wanderlei Lima de Paulo
2006	C	`conf`	Optimal control of Markov jump with multiplicative noise systems with indefinite quadratic and linear costs. ACC Oswaldo L. V. Costa, Wanderlei Lima de Paulo
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	—	`conf`	Average Continuous Control of Piecewise Deterministic Markov Processes. CDC/ECC Oswaldo L. V. Costa, François Dufour
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
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`	H Math. Control. Signals Syst. Oswaldo L. V. Costa, Esteban Fernández Tuesta
2003	J	`jnl`	Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, Esteban Fernández Tuesta
2003	J	`jnl`	On the Poisson Equation for Piecewise-Deterministic Markov Processes. SIAM J. Control. Optim. Oswaldo L. V. Costa, François Dufour
2002	J	`jnl`	Discussion on: "On the sensitivity of the Coupled Continuous-Time Riccati Equation" by A. Czornik, A. Swierniak and A. Nawrat. Eur. J. Control Oswaldo L. V. Costa
2002	J	`jnl`	Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systems. Autom. Oswaldo L. V. Costa, Julio C. C. Aya
2002	J	`jnl`	Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. IEEE Trans. Autom. Control. Oswaldo L. V. Costa, Susset Guerra Jiménez
2001	—	`conf`	Robust filtering for discrete-time linear systems with Markov switching parameters. ECC Oswaldo L. V. Costa, Susset Guerra Jiménez
2001	—	`conf`	The minimum linear mean square filter for a class of hybrid systems. ECC Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski
2001	—	`conf`	The separation principle for the H2-control of discrete-time Markovian jump linear systems. ECC Oswaldo L. V. Costa, Esteban Fernández Tuesta
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	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`	Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems. CDC Oswaldo L. V. Costa, Julio C. C. Aya
2000	J	`jnl`	Output feedback control of Markov jump linear systems in continuous-time. IEEE Trans. Autom. Control. Daniela Pucci de Farias, José Claudio Geromel, João B. R. do Val, Oswaldo L. V. Costa
2000	—	`conf`	Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems. CDC Oswaldo L. V. Costa, Susset Guerra Jiménez
1999	J	`jnl`	Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Autom. Oswaldo L. V. Costa, E. O. Assumpção Filho, El Kébir Boukas, R. P. Marques
1999	J	`jnl`	Continuous-time state-feedback Autom. Oswaldo L. V. Costa, João Bosco Ribeiro do Val, José Claudio Geromel
1999	J	`jnl`	Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations. Math. Control. Signals Syst. Oswaldo L. V. Costa, R. P. Marques
1998	J	`jnl`	Mixed H IEEE Trans. Autom. Control. Oswaldo L. V. Costa, Ricardo Paulino Marques
1998	J	`jnl`	Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. IEEE Trans. Autom. Control. João B. R. do Val, José Claudio Geromel, Oswaldo L. V. Costa
1989	J	`jnl`	Impulse control of piecewise-deterministic processes. Math. Control. Signals Syst. Oswaldo L. V. Costa, M. H. A. Davis
1988	J	`jnl`	Approximations for optimal stopping of a piecewise-deterministic process. Math. Control. Signals Syst. Oswaldo L. V. Costa, M. H. A. Davis