Marcelo D. Fragoso

Publication Activity (10 Years)

Years Active: 1995-2024
Publications (10 Years): 23

Top Topics

Optimal Control

Differential Equations

Top Venues

Int. J. Control

Publications

Saul C. Leite, Marcelo D. Fragoso
A numerical method for ergodic optimal control of switching diffusions with reflection. Eur. J. Control 77 (2024)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Marcelo D. Fragoso, Frederik Stadtmann
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. Int. J. Control 95 (3) (2022)
Edilson F. Arruda, Rodrigo e Alvim Alexandre, Marcelo D. Fragoso, João Bosco Ribeiro do Val, Sinnu S. Thomas
A Novel Stochastic Epidemic Model with Application to COVID-19. CoRR (2021)
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
Control of Markov Jump Linear Systems with Multiplicative Noises. SIAM J. Control. Optim. 59 (6) (2021)
Fortià V. Vergés, Marcelo D. Fragoso
On a Non-detectable Riccati Differential Equations Arising from a Filtering Problems of Markov Jump Linear Systems. CDC (2021)
Fortià V. Vergés, Marcelo D. Fragoso
Best Linear Mean Square Filter for a New Class of Markovian Jump Linear Systems with Hidden Markov Parameter. CCTA (2021)
Fortia V. Verges, Marcelo D. Fragoso
Optimal Linear Mean Square Filter for Markov Jump Linear Systems with Hidden Markov Chain and Partial Observations of the State. ECC (2020)
Fortià V. Vergés, Marcelo D. Fragoso
Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain. CDC (2020)
Saul C. Leite, Marcelo D. Fragoso
Numerical Method for Ergodic Optimal Control Problems of Switching Stochastic Differential Equations with Reflection. CDC (2020)
Edilson F. Arruda, Marcelo D. Fragoso, Fabrício Ourique
A multi-cluster time aggregation approach for Markov chains. Autom. 99 (2019)
Felipe O. dos Santos, Marcos G. Todorov, Marcelo D. Fragoso
Mean Stability of a Class of Two-Time-Scale Markov Jump Linear Systems. CDC (2019)
Karen Guevara, Marcelo D. Fragoso
Differential Games for Markov Jump Linear Systems with Fractional Brownian Perturbation. ICCA (2019)
Dayana C. dos Santos, Marcos G. Todorov, Marcelo D. Fragoso
Robustness Margins for Continuous-time Markov Jump Linear Systems with Uncertain Transition Rates. CDC (2019)
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information. CDC (2018)
Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo Luiz do Valle Costa
Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations. Autom. 91 (2018)
Karen Guevara, Marcelo D. Fragoso
Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation. CDC (2017)
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
H∞ control of continuous-time Markov jump linear systems with detector-based mode information. Int. J. Control 90 (10) (2017)
Fortia V. Verges, Marcelo D. Fragoso
Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems. CDC (2017)
Edilson F. Arruda, Marcelo D. Fragoso, Fabrício Ourique
Multi-partition time aggregation for Markov Chains. CDC (2017)
Edilson F. Arruda, Marcelo D. Fragoso
Discounted Markov decision processes via time aggregation. ECC (2016)
Marcos G. Todorov, Marcelo D. Fragoso
New methods for mode-independent robust control of Markov jump linear systems. Syst. Control. Lett. 90 (2016)
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
H∞ filtering for markovian jump linear systems with mode partial information. CDC (2016)
Marcos G. Todorov, Marcelo D. Fragoso
A new look at the robust control of discrete-time Markov jump linear systems. Int. J. Control 89 (3) (2016)
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos Garcia Todorov
Control of Markov Jump Linear Systems With Partial Information. IEEE Trans. Autom. Control. 60 (5) (2015)
C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso
A Bounded Real Lemma for continuous-time linear systems with partial information on the Markovian jumping parameters. CDC (2015)
Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo L. V. Costa
A new approach for the H∞ control of Markov jump linear systems with partial information. CDC (2015)
Edilson Fernandes de Arruda, Marcelo D. Fragoso
Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm. Eur. J. Oper. Res. 240 (3) (2015)
Saul de Castro Leite, Marcelo D. Fragoso
On the control of power consumption in server farms via heavy traffic approximation. CDC (2014)
Marcos G. Todorov, Marcelo D. Fragoso
New methods for mode-independent robust control of Markov jump linear systems. CDC (2014)
Marcos G. Todorov, Marcelo D. Fragoso
A new perspective on the robustness of Markov jump linear systems. Autom. 49 (3) (2013)
Marcos G. Todorov, Marcelo D. Fragoso
New LMI methods to the robust control of discrete-time Markov jump linear systems. CDC (2013)
Marcos G. Todorov, Marcelo D. Fragoso
New results on the robustness of discrete-time Markov jump linear systems. CDC (2012)
Edilson Fernandes de Arruda, Marcelo D. Fragoso
A two-phase time aggregation algorithm for average cost Markov decision processes. ACC (2012)
André da Motta Salles Barreto, Marcelo D. Fragoso
Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization. SIAM J. Matrix Anal. Appl. 32 (4) (2011)
Marcos G. Todorov, Marcelo D. Fragoso
On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems. SIAM J. Control. Optim. 49 (3) (2011)
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain. Eur. J. Control 17 (4) (2011)
Edilson F. Arruda, Marcelo D. Fragoso, João Bosco Ribeiro do Val
Approximate dynamic programming via direct search in the space of value function approximations. Eur. J. Oper. Res. 211 (2) (2011)
Edilson F. Arruda, Marcelo D. Fragoso
Time aggregated Markov decision processes via standard dynamic programming. Oper. Res. Lett. 39 (3) (2011)
Marcos G. Todorov, Marcelo D. Fragoso
On the state-feedback robust control of continuous-time infinite Markov jump linear systems. CDC (2010)
Saul de Castro Leite, Marcelo D. Fragoso
Heavy traffic analysis of state-dependent parallel queues with triggers and an application to web search systems. Perform. Evaluation 67 (10) (2010)
Marcos G. Todorov, Marcelo D. Fragoso
Output-feedback robust control of continuous-time infinite Markov jump linear systems. CDC (2010)
Marcelo D. Fragoso, Oswaldo L. V. Costa
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters. IEEE Trans. Autom. Control. 55 (12) (2010)
Marcos G. Todorov, Marcelo D. Fragoso
On the robust control of continuous-time Markov jump linear systems subject to block-diagonal uncertainty. ACC (2010)
Marcos G. Todorov, Marcelo D. Fragoso
On the stability radii of continuous-time infinite Markov jump linear systems. Math. Control. Signals Syst. 22 (1) (2010)
Marcos G. Todorov, Marcelo D. Fragoso
On the robust stability, stabilization, and stability radii of continuous-time Markov jump linear systems. CDC (2009)
Marcos G. Todorov, Marcelo D. Fragoso
Robust stability and stabilization of discrete-time infinite Markov jump linear systems. ECC (2009)
Edilson F. Arruda, Marcelo D. Fragoso
Standard dynamic programming applied to time aggregated Markov decision processes. CDC (2009)
Saul C. Leite, Marcelo D. Fragoso
An unified approach to signaling stochastic networks and their heavy traffic approximations. ECC (2009)
Marcos G. Todorov, Marcelo D. Fragoso
Robust stability and stabilization of continuous-time infinite Markov jump linear systems. ECC (2009)
Jack Baczynski, Marcelo D. Fragoso
Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems. Syst. Control. Lett. 57 (3) (2008)
Saul de Castro Leite, Marcelo D. Fragoso
On the analysis of G-queues under heavy traffic. CDC (2008)
Edilson F. Arruda, Marcelo D. Fragoso, João Bosco Ribeiro do Val
An application of convex optimization concepts to approximate dynamic programming. ACC (2008)
Marcos G. Todorov, Marcelo D. Fragoso
control of continuous-time infinite Markovian jump linear systems via LMI methods. CDC (2008)
Oswaldo L. V. Costa, Marcelo D. Fragoso
Robust linear filtering for continuous-time hybrid Markov linear systems. CDC (2008)
Marcos G. Todorov, Marcelo D. Fragoso
On the stability radii of continuous-time Markov jump linear systems. ACC (2008)
Marcos G. Todorov, Marcelo D. Fragoso
Infinite Markov jump-bounded real lemma. Syst. Control. Lett. 57 (1) (2008)
Marcos G. Todorov, Marcelo D. Fragoso
Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods. SIAM J. Control. Optim. 47 (2) (2008)
Saul de Castro Leite, Marcelo D. Fragoso
Diffusion approximation of state dependent G-networks under heavy traffic. CDC (2008)
Jack Baczynski, Marcelo D. Fragoso
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems. Math. Control. Signals Syst. 20 (2) (2008)
Marcos G. Todorov, Marcelo D. Fragoso
Infinite Markov Jump Bounded Real Lemma. ACC (2007)
Marcos G. Todorov, Marcelo D. Fragoso
Output feedback robust stabilization of continuous-time infinite Markov jump linear systems. CDC (2007)
Jack Baczynski, Marcelo D. Fragoso
A Note on Convergence in Maximal Solution Problems for Infinite Markov Jump Linear Systems. CDC/ECC (2005)
Eduardo F. Costa, João Bosco Ribeiro do Val, Marcelo D. Fragoso
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems. SIAM J. Control. Optim. 43 (6) (2005)
Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski, Nei C. S. Rocha
Optimal linear mean square filter for continuous-time jump linear systems. IEEE Trans. Autom. Control. 50 (9) (2005)
Marcelo D. Fragoso, Oswaldo L. V. Costa
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. 44 (4) (2005)
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems. CDC/ECC (2005)
Telles T. Da Silva, Marcelo D. Fragoso
Invariant measures for jump-type Fleming-Viot processes. ACC (2005)
Marcelo D. Fragoso, Nei C. S. Rocha
Stationary Filter For Continuous-Time Markovian Jump Linear Systems. SIAM J. Control. Optim. 44 (3) (2005)
Marcelo D. Fragoso, Nei C. S. Rocha
Stationary filter for continuous-time Markovian jump linear systems. CDC (2004)
Oswaldo L. V. Costa, Marcelo D. Fragoso
Comments on "Stochastic stability of jump linear systems". IEEE Trans. Autom. Control. 49 (8) (2004)
Jack Bamynski, Marcelo D. Fragoso
On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation. ACC (2004)
Marcelo D. Fragoso
Discussion on: "On the Continuous Time-Varying JLQ Problem". Eur. J. Control 10 (3) (2004)
Marcelo D. Fragoso, Telles T. Da Silva
A note on jump-type Fleming-Viot processes. CDC (2004)
Jack Baczynski, Marcelo D. Fragoso
On existence of maximal solution for infinite dimensional perturbed algebraic Riccati equations associated to Markov jump linear systems. ACC (2004)
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems. CDC (2003)
Carlos E. de Souza, Marcelo D. Fragoso
H ∞ filtering for Markovian jump linear systems. Int. J. Syst. Sci. 33 (11) (2002)
Jack Baczynski, Marcelo D. Fragoso, Ernesto P. Lopes
On a discrete-time linear jump stochastic dynamic game. Int. J. Syst. Sci. 32 (8) (2001)
Marcelo D. Fragoso, Jack Baczynski
Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters. SIAM J. Control. Optim. 40 (1) (2001)
Marcelo D. Fragoso, Jack Baczynski
Some aspects of stability in continuous time linear infinite Markov jump parameter systems. ECC (2001)
Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski
The minimum linear mean square filter for a class of hybrid systems. ECC (2001)
Marcelo D. Fragoso, Jack Baczynski
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control. ECC (2001)
Marcelo D. Fragoso, Oswaldo L. V. Costa
A unified approach for mean square stability of continuous-time Markovian jumping linear systems with additive disturbances. CDC (2000)
Marcelo D. Fragoso, Jack Baczynski
Lyapunov coupled equations for infinite jump linear systems. CDC (2000)
Marcelo D. Fragoso, Eulina C. S. Nascimento, Jack Baczynski
control for continuous-time linear systems with infinite Markov jump parameters via semigroup. CDC (2000)
Marinho G. Andrade, Marcelo D. Fragoso, Adriano A. F. M. Carneiro
A stochastic approach to the flood control problem. CDC (2000)
D. Leao, João Bosco Ribeiro do Val, Marcelo D. Fragoso
Nonstationary zero sum stochastic games with incomplete observation. CDC (2000)
Marcelo D. Fragoso, Oswaldo L. V. Costa
Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters. ACC (2000)
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. IEEE Trans. Autom. Control. 40 (12) (1995)