Oswaldo L. V. Costa

Orcid: 0000-0002-0875-8698

Affiliations:
  • University of São Paulo, Brazil


According to our database1, Oswaldo L. V. Costa authored at least 99 papers between 1988 and 2024.

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

Timeline

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Bibliography

2024
Static Output Energy-to-Peak Control for Semi-Markov Jump Linear Systems With Phase-Type Distributions and Hidden Modes.
IEEE Trans. Autom. Control., November, 2024

Filtering for Nonlinear and Linear Markov Jump Systems.
IEEE Trans. Autom. Control., May, 2024

Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems.
Syst. Control. Lett., 2024

Adaptive average control for piecewise deterministic Markov processes.
Syst. Control. Lett., 2024

2023
Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter.
IEEE Trans. Syst. Man Cybern. Syst., October, 2023

Reduced-order energy-to-peak filtering for hidden Markov jump linear systems.
J. Frankl. Inst., 2023

ℋ<sub>2</sub> state-feedback control for continuous semi-Markov jump linear systems with rational transition rates.
Int. J. Control, 2023

H<sub>2</sub> Output-Feedback Cluster Control for Continuous Semi-Markov Jump Linear Systems With Erlang Dwell Times.
IEEE Control. Syst. Lett., 2023

2022
Robust static output feedback control for hidden Markov jump linear systems.
Int. J. Syst. Sci., 2022

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

Energy-to-Peak Reduced Order Filtering for Continuous-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter.
IEEE Access, 2022

Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter.
Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2021
Network-Aware Controller Design With Performance Guarantees for Linear Wireless Systems.
IEEE Trans. Autom. Control., 2021

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes.
Math. Methods Oper. Res., 2021

Model-based fault detection filter for Markovian jump linear systems applied to a control moment gyroscope.
Eur. J. Control, 2021

Formation Static Output Control of Linear Multi-Agent Systems With Hidden Markov Switching Network Topologies.
IEEE Access, 2021

Gain-Scheduled Fault Detection Filter for Discrete-Time LPV Systems.
IEEE Access, 2021

Fault Detection Filter for Discrete-Time Markov Jump Lur'e Systems.
Proceedings of the 2021 European Control Conference, 2021

2020
A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear Systems.
IEEE Trans. Autom. Control., 2020

A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises.
Int. J. Syst. Sci., 2020

Suboptimal H2 and H∞ static output feedback control of hidden Markov jump linear systems.
Eur. J. Control, 2020

Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems.
IEEE Access, 2020

H<sub>2</sub> / H<sub>∞</sub> Simultaneous Fault Detection and Control for Markov Jump Linear Systems With Partial Observation.
IEEE Access, 2020

2019
A Separation Procedure Strategy for the H∞ Dynamic Output Feedback Control of Hidden Markov Jump System.
Proceedings of the 17th European Control Conference, 2019

2018
Mixed ℋ<sub>2</sub>/ℋ<sub>∞</sub> filtering for Markov jump linear systems.
Int. J. Syst. Sci., 2018

Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises.
Int. J. Syst. Sci., 2018

Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning.
Entropy, 2018

Exponential Hidden Markov Models for ${H} _\infty$ Control of Jumping Systems.
IEEE Control. Syst. Lett., 2018

Design of Stabilizing Dynamic Output Feedback Controllers for Hidden Markov Jump Linear Systems.
IEEE Control. Syst. Lett., 2018

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

A suboptimal LMI formulation for the H2 static output feedback control of hidden Markov jump linear systems.
Proceedings of the 16th European Control Conference, 2018

Robust Fault Detection H∞ Filter for Markovian Jump Linear Systems.
Proceedings of the 16th European Control Conference, 2018

Network-Aware Design of State-Feedback Controllers for Linear Wireless Networked Control Systems.
Proceedings of the 6th IFAC Conference on Analysis and Design of Hybrid Systems, 2018

2017
H<sub>2</sub>-Control of Continuous-Time Hidden Markov Jump Linear Systems.
IEEE Trans. Autom. Control., 2017

H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space.
Int. J. Syst. Sci., 2017

H2-Filtering for discrete-time hidden Markov jump systems.
Int. J. Control, 2017

H∞-filtering for Markov jump linear systems with partial information on the jump parameter.
IFAC J. Syst. Control., 2017

Filtering ℒ-coupled algebraic Riccati equations for discrete-time Markov jump systems.
Autom., 2017

2016
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes.
SIAM J. Control. Optim., 2016

Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space.
Autom., 2016

ℋ∞-filtering design for discrete-time Markov Jump Systems with hidden parameters.
Proceedings of the 2016 IEEE Conference on Control Applications, 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

LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space.
IEEE Trans. Autom. Control., 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

Mean square stability and H2-control of continuous-time jump linear systems with partial information on the Markov parameter.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014
Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space.
IEEE Trans. Autom. Control., 2014

Quadratic and <i>H</i><sub>∞</sub> switching control for discrete-time linear systems with multiplicative noises.
Int. J. Control, 2014

Stochastic stabilization and induced l<sub>2</sub>-gain for discrete-time Markov jump Lur'e systems with control saturation.
Autom., 2014

2013
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises.
Int. J. Control, 2013

Stochastic stability for discrete-time Markov jump Lur'e systems.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

Switched state-feedback control of discrete-time linear systems with multiplicative noises.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
Singularly Perturbed Discounted Markov Control Processes in a General State Space.
SIAM J. Control. Optim., 2012

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises.
Autom., 2012

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

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises.
Autom., 2011

Singular control for discounted Markov Decision Processes in a general state space.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

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

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market.
IEEE Trans. Autom. Control., 2010

Average Continuous Control of Piecewise Deterministic Markov Processes.
SIAM J. Control. Optim., 2010

Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Linear minimum mean square filter for discrete-time linear systems with multiplicative noise.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise.
Int. J. Control, 2009

The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008
Stability and Ergodicity of Piecewise Deterministic Markov Processes.
SIAM J. Control. Optim., 2008

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems.
Eur. J. Control, 2008

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters.
Autom., 2008

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

The vanishing approach for the average continuous control of piecewise deterministic Markov processes.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2007
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems.
Autom., 2007

2006
Optimal control of Markov jump with multiplicative noise systems with indefinite quadratic and linear costs.
Proceedings of the American Control Conference, 2006

Discrete-time mean-variance portfolio optimization with Markov switching parameters.
Proceedings of the American Control Conference, 2006

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

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

H <sub>2</sub>-Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems.
Math. Control. Signals Syst., 2004

2003
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems.
IEEE Trans. Autom. Control., 2003

On the Poisson Equation for Piecewise-Deterministic Markov Processes.
SIAM J. Control. Optim., 2003

2002
Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems.
IEEE Trans. Autom. Control., 2002

Discussion on: "On the sensitivity of the Coupled Continuous-Time Riccati Equation" by A. Czornik, A. Swierniak and A. Nawrat.
Eur. J. Control, 2002

Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systems.
Autom., 2002

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

The separation principle for the H2-control of discrete-time Markovian jump linear systems.
Proceedings of the 6th European Control Conference, 2001

Robust filtering for discrete-time linear systems with Markov switching parameters.
Proceedings of the 6th European Control Conference, 2001

2000
Output feedback control of Markov jump linear systems in continuous-time.
IEEE Trans. Autom. 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

Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems.
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

1999
Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations.
Math. Control. Signals Syst., 1999

Continuous-time state-feedback <i>H</i><sub>2</sub>-control of Markovian jump linear systems via convex analysis.
Autom., 1999

Constrained quadratic state feedback control of discrete-time Markovian jump linear systems.
Autom., 1999

1998
Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems.
IEEE Trans. Autom. Control., 1998

Mixed H<sub>2</sub>/H<sub>∞</sub>-control of discrete-time Markovian jump linear systems.
IEEE Trans. Autom. Control., 1998

1996
Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations.
IEEE Trans. Autom. Control., 1996

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

1994
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems.
IEEE Trans. Autom. Control., 1994

1989
Impulse control of piecewise-deterministic processes.
Math. Control. Signals Syst., 1989

1988
Approximations for optimal stopping of a piecewise-deterministic process.
Math. Control. Signals Syst., 1988


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