Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. - Oswaldo Luiz do Valle Costa; Marcelo D. Fragoso (IEEE Trans. Autom. Control., 1995)

Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters. - Marcelo D. Fragoso; Oswaldo L. V. Costa (ACC, 2000)

A stochastic approach to the flood control problem. - Marinho Gomes Andrade; Marcelo D. Fragoso; Adriano A. F. M. Carneiro (CDC, 2000)

Lyapunov coupled equations for infinite jump linear systems. - Marcelo D. Fragoso; Jack Baczynski (CDC, 2000)

A unified approach for mean square stability of continuous-time Markovian jumping linear systems with additive disturbances. - Marcelo D. Fragoso; Oswaldo L. V. Costa (CDC, 2000)

H∞ control for continuous-time linear systems with infinite Markov jump parameters via semigroup. - Marcelo D. Fragoso; Eulina C. S. Nascimento; Jack Baczynski (CDC, 2000)

Nonstationary zero sum stochastic games with incomplete observation. - D. Leao; João Bosco Ribeiro do Val; Marcelo D. Fragoso (CDC, 2000)

Some aspects of stability in continuous time linear infinite Markov jump parameter systems. - Marcelo D. Fragoso; Jack Baczynski (ECC, 2001)

On an infinite dimensional perturbed Riccati differential equation arising in stochastic control. - Marcelo D. Fragoso; Jack Baczynski (ECC, 2001)

The minimum linear mean square filter for a class of hybrid systems. - Marcelo D. Fragoso; Oswaldo L. V. Costa; Jack Baczynski (ECC, 2001)

On a discrete-time linear jump stochastic dynamic game. - Jack Baczynski; Marcelo D. Fragoso; Ernesto P. Lopes (Int. J. Syst. Sci., 2001)

Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters. - Marcelo D. Fragoso; Jack Baczynski (SIAM J. Control. Optim., 2001)

H ∞ filtering for Markovian jump linear systems. - Carlos E. de Souza; Marcelo D. Fragoso (Int. J. Syst. Sci., 2002)

Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems. - Eduardo F. Costa; João B. R. do Val; Marcelo D. Fragoso (CDC, 2003)

On existence of maximal solution for infinite dimensional perturbed algebraic Riccati equations associated to Markov jump linear systems. - Jack Baczynski; Marcelo D. Fragoso (ACC, 2004)

On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation. - Jack Bamynski; Marcelo D. Fragoso (ACC, 2004)

A note on jump-type Fleming-Viot processes. - Marcelo D. Fragoso; Telles T. Da Silva (CDC, 2004)

Discussion on: "On the Continuous Time-Varying JLQ Problem". - Marcelo D. Fragoso (Eur. J. Control, 2004)

Comments on "Stochastic stability of jump linear systems". - Oswaldo L. V. Costa; Marcelo D. Fragoso (IEEE Trans. Autom. Control., 2004)

Invariant measures for jump-type Fleming-Viot processes. - Telles T. Da Silva; Marcelo D. Fragoso (ACC, 2005)

A Note on Convergence in Maximal Solution Problems for Infinite Markov Jump Linear Systems. - Jack Baczynski; Marcelo D. Fragoso (CDC/ECC, 2005)

A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems. - Eduardo F. Costa; João Bosco Ribeiro do Val; Marcelo D. Fragoso (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. - Marcelo D. Fragoso; Oswaldo L. V. Costa (SIAM J. Control. Optim., 2005)

Stationary Filter For Continuous-Time Markovian Jump Linear Systems. - Marcelo D. Fragoso; Nei C. S. Rocha (SIAM J. Control. Optim., 2005)

Optimal linear mean square filter for continuous-time jump linear systems. - Marcelo D. Fragoso; Oswaldo L. V. Costa; Jack Baczynski; Nei C. S. Rocha (IEEE Trans. Autom. Control., 2005)

Output feedback robust stabilization of continuous-time infinite Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2007)

An application of convex optimization concepts to approximate dynamic programming. - Edilson F. Arruda; Marcelo D. Fragoso; João Bosco Ribeiro do Val (ACC, 2008)

On the stability radii of continuous-time Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (ACC, 2008)

Robust linear filtering for continuous-time hybrid Markov linear systems. - Oswaldo L. V. Costa; Marcelo D. Fragoso (CDC, 2008)

Diffusion approximation of state dependent G-networks under heavy traffic. - Saul de Castro Leite; Marcelo D. Fragoso (CDC, 2008)

On the analysis of G-queues under heavy traffic. - Saul de Castro Leite; Marcelo D. Fragoso (CDC, 2008)

Output feedback Hinfinity control of continuous-time infinite Markovian jump linear systems via LMI methods. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2008)

Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems. - Jack Baczynski; Marcelo D. Fragoso (Math. Control. Signals Syst., 2008)

Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems. - Jack Baczynski; Marcelo D. Fragoso (Syst. Control. Lett., 2008)

Infinite Markov jump-bounded real lemma. - Marcos G. Todorov; Marcelo D. Fragoso (Syst. Control. Lett., 2008)

Output Feedback Hinfinity Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods. - Marcos G. Todorov; Marcelo D. Fragoso (SIAM J. Control. Optim., 2008)

Standard dynamic programming applied to time aggregated Markov decision processes. - Edilson F. Arruda; Marcelo D. Fragoso (CDC, 2009)

On the robust stability, stabilization, and stability radii of continuous-time Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2009)

An unified approach to signaling stochastic networks and their heavy traffic approximations. - Saul C. Leite; Marcelo D. Fragoso (ECC, 2009)

Robust stability and stabilization of continuous-time infinite Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (ECC, 2009)

Robust stability and stabilization of discrete-time infinite Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (ECC, 2009)

On the robust control of continuous-time Markov jump linear systems subject to block-diagonal uncertainty. - Marcos G. Todorov; Marcelo D. Fragoso (ACC, 2010)

On the state-feedback robust control of continuous-time infinite Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2010)

Output-feedback robust control of continuous-time infinite Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2010)

On the stability radii of continuous-time infinite Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (Math. Control. Signals Syst., 2010)

Heavy traffic analysis of state-dependent parallel queues with triggers and an application to web search systems. - Saul de Castro Leite; Marcelo D. Fragoso (Perform. Evaluation, 2010)

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters. - Marcelo D. Fragoso; Oswaldo L. V. Costa (IEEE Trans. Autom. Control., 2010)

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain. - Oswaldo Luiz do Valle Costa; Marcelo D. Fragoso; Marcos G. Todorov (Eur. J. Control, 2011)

Approximate dynamic programming via direct search in the space of value function approximations. - Edilson F. Arruda; Marcelo D. Fragoso; João Bosco Ribeiro do Val (Eur. J. Oper. Res., 2011)

Time aggregated Markov decision processes via standard dynamic programming. - Edilson F. Arruda; Marcelo D. Fragoso (Oper. Res. Lett., 2011)

On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems. - Marcos G. Todorov; Marcelo D. Fragoso (SIAM J. Control. Optim., 2011)

Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization. - André da Motta Salles Barreto; Marcelo D. Fragoso (SIAM J. Matrix Anal. Appl., 2011)

A two-phase time aggregation algorithm for average cost Markov decision processes. - Edilson Fernandes de Arruda; Marcelo D. Fragoso (ACC, 2012)

New results on the robustness of discrete-time Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2012)

New LMI methods to the robust control of discrete-time Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2013)

A new perspective on the robustness of Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (Autom., 2013)

On the control of power consumption in server farms via heavy traffic approximation. - Saul de Castro Leite; Marcelo D. Fragoso (CDC, 2014)

Decoherence in quantum Markov chains. - Raqueline Azevedo Medeiros Santos; Renato Portugal; Marcelo Dutra Fragoso (Quantum Inf. Process., 2014)

A Bounded Real Lemma for continuous-time linear systems with partial information on the Markovian jumping parameters. - C. C. Graciani Rodrigues; Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2015)

A new approach for the H∞ control of Markov jump linear systems with partial information. - Marcos G. Todorov; Marcelo D. Fragoso; Oswaldo L. V. Costa (CDC, 2015)

Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm. - Edilson Fernandes de Arruda; Marcelo D. Fragoso (Eur. J. Oper. Res., 2015)

A Detector-Based Approach for the H2 Control of Markov Jump Linear Systems With Partial Information. - Oswaldo Luiz do Valle Costa; Marcelo D. Fragoso; Marcos Garcia Todorov (IEEE Trans. Autom. Control., 2015)

H∞ filtering for markovian jump linear systems with mode partial information. - C. C. Graciani Rodrigues; Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2016)

Discounted Markov decision processes via time aggregation. - Edilson F. Arruda; Marcelo D. Fragoso (ECC, 2016)

A new look at the robust control of discrete-time Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (Int. J. Control, 2016)

New methods for mode-independent robust control of Markov jump linear systems. - Marcos G. Todorov; Marcelo D. Fragoso (Syst. Control. Lett., 2016)

Multi-partition time aggregation for Markov Chains. - Edilson F. Arruda; Marcelo D. Fragoso; Fabrício Ourique (CDC, 2017)

Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation. - Karen Guevara; Marcelo D. Fragoso (CDC, 2017)

Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems. - Fortia V. Verges; Marcelo D. Fragoso (CDC, 2017)

H∞ control of continuous-time Markov jump linear systems with detector-based mode information. - C. C. Graciani Rodrigues; Marcos G. Todorov; Marcelo D. Fragoso (Int. J. Control, 2017)

Mean Square Stability and H2-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information. - C. C. Graciani Rodrigues; Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2018)

Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations. - Marcos G. Todorov; Marcelo D. Fragoso; Oswaldo Luiz do Valle Costa (Autom., 2018)

Mean Stability of a Class of Two-Time-Scale Markov Jump Linear Systems. - Felipe O. dos Santos; Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2019)

Robustness Margins for Continuous-time Markov Jump Linear Systems with Uncertain Transition Rates. - Dayana C. dos Santos; Marcos G. Todorov; Marcelo D. Fragoso (CDC, 2019)

Differential Games for Markov Jump Linear Systems with Fractional Brownian Perturbation. - Karen Guevara; Marcelo D. Fragoso (ICCA, 2019)

A multi-cluster time aggregation approach for Markov chains. - Edilson F. Arruda; Marcelo D. Fragoso; Fabrício Ourique (Autom., 2019)

Numerical Method for Ergodic Optimal Control Problems of Switching Stochastic Differential Equations with Reflection. - Saul C. Leite; Marcelo D. Fragoso (CDC, 2020)

Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain. - Fortià V. Vergés; Marcelo D. Fragoso (CDC, 2020)

Optimal Linear Mean Square Filter for Markov Jump Linear Systems with Hidden Markov Chain and Partial Observations of the State. - Fortia V. Verges; Marcelo D. Fragoso (ECC, 2020)

Best Linear Mean Square Filter for a New Class of Markovian Jump Linear Systems with Hidden Markov Parameter. - Fortià V. Vergés; Marcelo D. Fragoso (CCTA, 2021)

On a Non-detectable Riccati Differential Equations Arising from a Filtering Problems of Markov Jump Linear Systems. - Fortià V. Vergés; Marcelo D. Fragoso (CDC, 2021)

A Novel Stochastic Epidemic Model with Application to COVID-19. - Edilson F. Arruda; Rodrigo e Alvim Alexandre; Marcelo D. Fragoso; João Bosco Ribeiro do Val; Sinnu Susan Thomas (CoRR, 2021)

Fast Switching Detector-Based H2 Control of Markov Jump Linear Systems with Multiplicative Noises. - C. C. Graciani Rodrigues; Marcos G. Todorov; Marcelo D. Fragoso (SIAM J. Control. Optim., 2021)

Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Marcelo D. Fragoso; Frederik Stadtmann (Int. J. Control, 2022)

A numerical method for ergodic optimal control of switching diffusions with reflection. - Saul C. Leite; Marcelo D. Fragoso (Eur. J. Control, 2024)

Solving Markov decision processes via state space decomposition and time aggregation. - Rodrigo e Alvim Alexandre; Marcelo D. Fragoso; Virgílio José Martins Ferreira Filho; Edilson F. Arruda (Eur. J. Oper. Res., 2025)