Marcelo D. Fragoso

Orcid: 0000-0001-6299-6614

According to our database1, Marcelo D. Fragoso authored at least 85 papers between 1995 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
A numerical method for ergodic optimal control of switching diffusions with reflection.
Eur. J. Control, 2024

2022
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models.
Int. J. Control, 2022

2021
Fast Switching Detector-Based H<sub>2</sub> Control of Markov Jump Linear Systems with Multiplicative Noises.
SIAM J. Control. Optim., 2021

A Novel Stochastic Epidemic Model with Application to COVID-19.
CoRR, 2021

On a Non-detectable Riccati Differential Equations Arising from a Filtering Problems of Markov Jump Linear Systems.
Proceedings of the 2021 60th IEEE Conference on Decision and Control (CDC), 2021

Best Linear Mean Square Filter for a New Class of Markovian Jump Linear Systems with Hidden Markov Parameter.
Proceedings of the IEEE Conference on Control Technology and Applications, 2021

2020
Optimal Linear Mean Square Filter for Markov Jump Linear Systems with Hidden Markov Chain and Partial Observations of the State.
Proceedings of the 18th European Control Conference, 2020

Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain.
Proceedings of the 59th IEEE Conference on Decision and Control, 2020

Numerical Method for Ergodic Optimal Control Problems of Switching Stochastic Differential Equations with Reflection.
Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019
A multi-cluster time aggregation approach for Markov chains.
Autom., 2019

Differential Games for Markov Jump Linear Systems with Fractional Brownian Perturbation.
Proceedings of the 15th IEEE International Conference on Control and Automation, 2019

Robustness Margins for Continuous-time Markov Jump Linear Systems with Uncertain Transition Rates.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

Mean Stability of a Class of Two-Time-Scale Markov Jump Linear Systems.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018
Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations.
Autom., 2018

Mean Square Stability and H<sub>2</sub>-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017
H∞ control of continuous-time Markov jump linear systems with detector-based mode information.
Int. J. Control, 2017

Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Multi-partition time aggregation for Markov Chains.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016
New methods for mode-independent robust control of Markov jump linear systems.
Syst. Control. Lett., 2016

A new look at the robust control of discrete-time Markov jump linear systems.
Int. J. Control, 2016

Discounted Markov decision processes via time aggregation.
Proceedings of the 15th European Control Conference, 2016

H∞ filtering for markovian jump linear systems with mode partial information.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015
A Detector-Based Approach for the H<sub>2</sub> Control of Markov Jump Linear Systems With Partial Information.
IEEE Trans. Autom. Control., 2015

Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm.
Eur. J. Oper. Res., 2015

A new approach for the H∞ control of Markov jump linear systems with partial information.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

A Bounded Real Lemma for continuous-time linear systems with partial information on the Markovian jumping parameters.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014
Decoherence in quantum Markov chains.
Quantum Inf. Process., 2014

On the control of power consumption in server farms via heavy traffic approximation.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

2013
A new perspective on the robustness of Markov jump linear systems.
Autom., 2013

New LMI methods to the robust control of discrete-time Markov jump linear systems.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
New results on the robustness of discrete-time Markov jump linear systems.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

A two-phase time aggregation algorithm for average cost Markov decision processes.
Proceedings of the American Control Conference, 2012

2011
Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization.
SIAM J. Matrix Anal. Appl., 2011

On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems.
SIAM J. Control. Optim., 2011

Time aggregated Markov decision processes via standard dynamic programming.
Oper. Res. Lett., 2011

Approximate dynamic programming via direct search in the space of value function approximations.
Eur. J. Oper. Res., 2011

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain.
Eur. J. Control, 2011

2010
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters.
IEEE Trans. Autom. Control., 2010

Heavy traffic analysis of state-dependent parallel queues with triggers and an application to web search systems.
Perform. Evaluation, 2010

On the stability radii of continuous-time infinite Markov jump linear systems.
Math. Control. Signals Syst., 2010

Output-feedback robust control of continuous-time infinite Markov jump linear systems.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

On the state-feedback robust control of continuous-time infinite Markov jump linear systems.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

On the robust control of continuous-time Markov jump linear systems subject to block-diagonal uncertainty.
Proceedings of the American Control Conference, 2010

2009
Robust stability and stabilization of discrete-time infinite Markov jump linear systems.
Proceedings of the 10th European Control Conference, 2009

Robust stability and stabilization of continuous-time infinite Markov jump linear systems.
Proceedings of the 10th European Control Conference, 2009

An unified approach to signaling stochastic networks and their heavy traffic approximations.
Proceedings of the 10th European Control Conference, 2009

On the robust stability, stabilization, and stability radii of continuous-time Markov jump linear systems.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

Standard dynamic programming applied to time aggregated Markov decision processes.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008
Output Feedback H<sub>infinity</sub> Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods.
SIAM J. Control. Optim., 2008

Infinite Markov jump-bounded real lemma.
Syst. Control. Lett., 2008

Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems.
Syst. Control. Lett., 2008

Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems.
Math. Control. Signals Syst., 2008

Output feedback H<sup>infinity</sup> control of continuous-time infinite Markovian jump linear systems via LMI methods.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

On the analysis of G-queues under heavy traffic.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Diffusion approximation of state dependent G-networks under heavy traffic.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Robust linear filtering for continuous-time hybrid Markov linear systems.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

On the stability radii of continuous-time Markov jump linear systems.
Proceedings of the American Control Conference, 2008

An application of convex optimization concepts to approximate dynamic programming.
Proceedings of the American Control Conference, 2008

2007
Output feedback robust stabilization of continuous-time infinite Markov jump linear systems.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2005
Optimal linear mean square filter for continuous-time jump linear systems.
IEEE Trans. Autom. Control., 2005

Stationary Filter For Continuous-Time Markovian Jump Linear Systems.
SIAM J. Control. Optim., 2005

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., 2005

A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems.
SIAM J. Control. Optim., 2005

A Note on Convergence in Maximal Solution Problems for Infinite Markov Jump Linear Systems.
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Invariant measures for jump-type Fleming-Viot processes.
Proceedings of the American Control Conference, 2005

2004
Comments on "Stochastic stability of jump linear systems".
IEEE Trans. Autom. Control., 2004

Discussion on: "On the Continuous Time-Varying JLQ Problem".
Eur. J. Control, 2004

A note on jump-type Fleming-Viot processes.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation.
Proceedings of the 2004 American Control Conference, 2004

On existence of maximal solution for infinite dimensional perturbed algebraic Riccati equations associated to Markov jump linear systems.
Proceedings of the 2004 American Control Conference, 2004

2003
Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2002
H ∞ filtering for Markovian jump linear systems.
Int. J. Syst. Sci., 2002

2001
Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters.
SIAM J. Control. Optim., 2001

On a discrete-time linear jump stochastic dynamic game.
Int. J. Syst. Sci., 2001

The minimum linear mean square filter for a class of hybrid systems.
Proceedings of the 6th European Control Conference, 2001

On an infinite dimensional perturbed Riccati differential equation arising in stochastic control.
Proceedings of the 6th European Control Conference, 2001

Some aspects of stability in continuous time linear infinite Markov jump parameter systems.
Proceedings of the 6th European Control Conference, 2001

2000
Nonstationary zero sum stochastic games with incomplete observation.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

H<sub>∞</sub> control for continuous-time linear systems with infinite Markov jump parameters via semigroup.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

A unified approach for mean square stability of continuous-time Markovian jumping linear systems with additive disturbances.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

Lyapunov coupled equations for infinite jump linear systems.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

A stochastic approach to the flood control problem.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters.
Proceedings of the American Control Conference, 2000

1995
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems.
IEEE Trans. Autom. Control., 1995


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