Oswaldo L. V. Costa

Publication Activity (10 Years)

Years Active: 1988-2024
Publications (10 Years): 28

Top Topics

Markov Processes

Linear Quadratic

Top Venues

Int. J. Syst. Sci.

Int. J. Control

IEEE Trans. Autom. Control.

IEEE Control. Syst. Lett.

Publications

Oswaldo L. V. Costa, André Marcorin de Oliveira
Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems. Syst. Control. Lett. 192 (2024)
Oswaldo L. V. Costa, André Marcorin de Oliveira
Filtering for Nonlinear and Linear Markov Jump Systems. IEEE Trans. Autom. Control. 69 (5) (2024)
Oswaldo L. V. Costa, François Dufour, Alexandre Génadot
Adaptive average control for piecewise deterministic Markov processes. Syst. Control. Lett. 192 (2024)
Marcel De Almeida, Matheus Souza, André R. Fioravanti, Oswaldo L. V. Costa
state-feedback control for continuous semi-Markov jump linear systems with rational transition rates. Int. J. Control 96 (1) (2023)
Matheus Souza, Marcel De Almeida, André R. Fioravanti, Oswaldo L. V. Costa
Output-Feedback Cluster Control for Continuous Semi-Markov Jump Linear Systems With Erlang Dwell Times. IEEE Control. Syst. Lett. 7 (2023)
André Marcorin de Oliveira, Sergio R. Barros dos Santos, Oswaldo L. V. Costa
Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter. IEEE Trans. Syst. Man Cybern. Syst. 53 (10) (2023)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Sergio R. Barros dos Santos, Gabriela W. Gabriel
Reduced-order energy-to-peak filtering for hidden Markov jump linear systems. J. Frankl. Inst. 360 (1) (2023)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Gabriela W. Gabriel, Sergio R. Barros dos Santos
Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter. CDC (2022)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Gabriela W. Gabriel
Robust static output feedback control for hidden Markov jump linear systems. Int. J. Syst. Sci. 53 (6) (2022)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Gabriela W. Gabriel, Sergio Ronaldo Barros dos Santos
Energy-to-Peak Reduced Order Filtering for Continuous-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter. IEEE Access 10 (2022)
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)
E. S. Rodriguez-Canale, Oswaldo L. V. Costa
Formation Static Output Control of Linear Multi-Agent Systems With Hidden Markov Switching Network Topologies. IEEE Access 9 (2021)
Oswaldo L. V. Costa, François Dufour
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes. Math. Methods Oper. Res. 93 (2) (2021)
Yeison Andres Zabala, Oswaldo L. V. Costa
Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems. IEEE Access 8 (2020)
Fabio Barbieri, Oswaldo L. V. Costa
A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises. Int. J. Syst. Sci. 51 (10) (2020)
André Marcorin de Oliveira, Oswaldo L. V. Costa
A Separation Procedure Strategy for the H∞ Dynamic Output Feedback Control of Hidden Markov Jump System. ECC (2019)
André Marcorin de Oliveira, Vineeth S. Varma, Romain Postoyan, Irinel-Constantin Morarescu, Jamal Daafouz, Oswaldo L. V. Costa
Network-Aware Design of State-Feedback Controllers for Linear Wireless Networked Control Systems. ADHS (2018)
Fabio Barbieri, Oswaldo L. V. Costa
Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Int. J. Syst. Sci. 49 (6) (2018)
André Marcorin de Oliveira, Oswaldo L. V. Costa
filtering for Markov jump linear systems. Int. J. Syst. Sci. 49 (15) (2018)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Jamal Daafouz
A suboptimal LMI formulation for the H2 static output feedback control of hidden Markov jump linear systems. ECC (2018)
André Marcorin de Oliveira, Oswaldo L. V. Costa, Jamal Daafouz
Design of Stabilizing Dynamic Output Feedback Controllers for Hidden Markov Jump Linear Systems. IEEE Control. Syst. Lett. 2 (2) (2018)
Frederik Stadtmann, Oswaldo L. V. Costa
Exponential Hidden Markov Models for ${H} _\infty$ Control of Jumping Systems. IEEE Control. Syst. Lett. 2 (4) (2018)
Hellinton H. Takada, Julio Michael Stern, Oswaldo L. V. Costa, Celma O. Ribeiro
Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning. Entropy 20 (1) (2018)
André Marcorin de Oliveira, Oswaldo L. V. Costa
H2-Filtering for discrete-time hidden Markov jump systems. Int. J. Control 90 (3) (2017)
Frederik Stadtmann, Oswaldo L. V. Costa
-Control of Continuous-Time Hidden Markov Jump Linear Systems. IEEE Trans. Autom. Control. 62 (8) (2017)
André Marcorin de Oliveira, Oswaldo L. V. Costa
H∞-filtering for Markov jump linear systems with partial information on the jump parameter. IFAC J. Syst. Control. 1 (2017)
Oswaldo L. V. Costa, François Dufour, Alexei B. Piunovskiy
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 54 (3) (2016)
Alexandre de Oliveira, Oswaldo L. V. Costa
ℋ∞-filtering design for discrete-time Markov Jump Systems with hidden parameters. CCA (2016)
Oswaldo L. V. Costa, Danilo Zucolli Figueiredo
LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space. IEEE Trans. Autom. Control. 60 (9) (2015)
Frederik Stadtmann, Oswaldo L. V. Costa
Mean square stability and H2-control of continuous-time jump linear systems with partial information on the Markov parameter. 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)
Oswaldo L. V. Costa, Carlos A. Cavichioli Gonzaga
switching control for discrete-time linear systems with multiplicative noises. Int. J. Control 87 (11) (2014)
Oswaldo L. V. Costa, Danilo Zucolli Figueiredo
Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space. IEEE Trans. Autom. Control. 59 (1) (2014)
Oswaldo L. V. Costa, Guilherme R. A. M. Benites
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Int. J. Control 86 (5) (2013)
Carlos A. Cavichioli Gonzaga, Oswaldo L. V. Costa
Stochastic stability for discrete-time Markov jump Lur'e systems. CDC (2013)
Carlos A. Cavichioli Gonzaga, Oswaldo L. V. Costa
Switched state-feedback control of discrete-time linear systems with multiplicative noises. CDC (2013)
Oswaldo L. V. Costa, François Dufour
Singularly Perturbed Discounted Markov Control Processes in a General State Space. SIAM J. Control. Optim. 50 (2) (2012)
Oswaldo L. V. Costa, Alexandre de Oliveira
Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Autom. 48 (2) (2012)
Oswaldo L. V. Costa, Guilherme R. A. M. Benites
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Autom. 47 (3) (2011)
Oswaldo L. V. Costa, François Dufour
Singular control for discounted Markov Decision Processes in a general state space. CDC/ECC (2011)
Oswaldo L. V. Costa, Guilherme R. A. M. Benites
Linear minimum mean square filter for discrete-time linear systems with multiplicative noise. 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)
Oswaldo L. V. Costa, Alexandre de Oliveira
Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise. CDC (2010)
Oswaldo L. V. Costa, François Dufour
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. CDC (2010)
Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de C. Pinto
Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market. IEEE Trans. Autom. Control. 55 (7) (2010)
Oswaldo L. V. Costa, François Dufour
Average Continuous Control of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 48 (7) (2010)
Oswaldo L. V. Costa, François Dufour
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. CDC (2009)
Oswaldo L. V. Costa, Rodrigo Takashi Okimura
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Int. J. Control 82 (2) (2009)
Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de C. Pinto
Sampled control for mean-variance hedging in a jump diffusion financial market. CDC (2009)
Oswaldo L. V. Costa, François Dufour
Stability and Ergodicity of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 47 (2) (2008)
Oswaldo L. V. Costa, Marcelo D. Fragoso
Robust linear filtering for continuous-time hybrid Markov linear systems. CDC (2008)
Oswaldo L. V. Costa, Michael V. Araujo
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Autom. 44 (10) (2008)
Oswaldo L. V. Costa, François Dufour
The vanishing approach for the average continuous control of piecewise deterministic Markov processes. CDC (2008)
Oswaldo L. V. Costa, François Dufour
Stability and ergodicity of piecewise deterministic Markov processes. CDC (2008)
Oswaldo L. V. Costa, Wanderlei Lima de Paulo
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Autom. 43 (4) (2007)
Oswaldo L. V. Costa, Wanderlei Lima de Paulo
Optimal control of Markov jump with multiplicative noise systems with indefinite quadratic and linear costs. ACC (2006)
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)
Oswaldo L. V. Costa, François Dufour
Average Continuous Control of Piecewise Deterministic Markov Processes. CDC/ECC (2005)
Oswaldo L. V. Costa, Marcelo D. Fragoso
Comments on "Stochastic stability of jump linear systems". IEEE Trans. Autom. Control. 49 (8) (2004)
Oswaldo L. V. Costa, Esteban Fernández Tuesta
-Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems. Math. Control. Signals Syst. 16 (4) (2004)
Oswaldo L. V. Costa, Esteban Fernández Tuesta
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. IEEE Trans. Autom. Control. 48 (10) (2003)
Oswaldo L. V. Costa, François Dufour
On the Poisson Equation for Piecewise-Deterministic Markov Processes. SIAM J. Control. Optim. 42 (3) (2003)
Oswaldo L. V. Costa, Julio C. C. Aya
Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systems. Autom. 38 (2) (2002)
Oswaldo L. V. Costa
Discussion on: "On the sensitivity of the Coupled Continuous-Time Riccati Equation" by A. Czornik, A. Swierniak and A. Nawrat. Eur. J. Control 8 (6) (2002)
Oswaldo L. V. Costa, S. Guerra
Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. IEEE Trans. Autom. Control. 47 (8) (2002)
Oswaldo L. V. Costa, S. G. Jiménez
Robust filtering for discrete-time linear systems with Markov switching parameters. ECC (2001)
Oswaldo L. V. Costa, Esteban Fernández Tuesta
The separation principle for the H2-control of discrete-time Markovian jump linear 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, Oswaldo L. V. Costa
A unified approach for mean square stability of continuous-time Markovian jumping linear systems with additive disturbances. CDC (2000)
Oswaldo L. V. Costa, Susset Guerra Jiménez
Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems. CDC (2000)
Daniela Pucci de Farias, José Claudio Geromel, João B. R. do Val, Oswaldo L. V. Costa
Output feedback control of Markov jump linear systems in continuous-time. IEEE Trans. Autom. Control. 45 (5) (2000)
Oswaldo L. V. Costa, Julio C. C. Aya
Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems. 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 L. V. Costa, João Bosco Ribeiro do Val, José Claudio Geromel
-control of Markovian jump linear systems via convex analysis. Autom. 35 (2) (1999)
Oswaldo L. V. Costa, R. P. Marques
Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations. Math. Control. Signals Syst. 12 (2) (1999)
Oswaldo L. V. Costa, E. O. Assumpção Filho, El Kébir Boukas, R. P. Marques
Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. Autom. 35 (4) (1999)
Oswaldo L. V. Costa, Ricardo Paulino Marques
-control of discrete-time Markovian jump linear systems. IEEE Trans. Autom. Control. 43 (1) (1998)
João B. R. do Val, José Claudio Geromel, Oswaldo L. V. Costa
Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. IEEE Trans. Autom. Control. 43 (12) (1998)
Oswaldo L. V. Costa, M. H. A. Davis
Impulse control of piecewise-deterministic processes. Math. Control. Signals Syst. 2 (3) (1989)
Oswaldo L. V. Costa, M. H. A. Davis
Approximations for optimal stopping of a piecewise-deterministic process. Math. Control. Signals Syst. 1 (2) (1988)