Approximations for optimal stopping of a piecewise-deterministic process. - Oswaldo L. V. Costa; M. H. A. Davis (Math. Control. Signals Syst., 1988)

Impulse control of piecewise-deterministic processes. - Oswaldo L. V. Costa; M. H. A. Davis (Math. Control. Signals Syst., 1989)

Linear minimum mean square error estimation for discrete-time Markovian jump linear systems. - Oswaldo Luiz do Valle Costa (IEEE Trans. Autom. Control., 1994)

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 stabilizing solutions for discrete-time coupled algebraic Riccati equations. - Oswaldo Luiz do Valle Costa (IEEE Trans. Autom. Control., 1996)

Mixed H2/H∞-control of discrete-time Markovian jump linear systems. - Oswaldo L. V. Costa; Ricardo Paulino Marques (IEEE Trans. Autom. Control., 1998)

Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. - João B. R. do Val; José Claudio Geromel; Oswaldo L. V. Costa (IEEE Trans. Autom. Control., 1998)

Constrained quadratic state feedback control of discrete-time Markovian jump linear systems. - Oswaldo L. V. Costa; E. O. Assumpção Filho; El Kébir Boukas; R. P. Marques (Autom., 1999)

Continuous-time state-feedback H2-control of Markovian jump linear systems via convex analysis. - Oswaldo L. V. Costa; João Bosco Ribeiro do Val; José Claudio Geromel (Autom., 1999)

Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations. - Oswaldo L. V. Costa; R. P. Marques (Math. Control. Signals Syst., 1999)

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)

Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems. - Oswaldo L. V. Costa; Julio C. C. Aya (CDC, 2000)

Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems. - Oswaldo L. V. Costa; Susset Guerra Jiménez (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)

Output feedback control of Markov jump linear systems in continuous-time. - Daniela Pucci de Farias; José Claudio Geromel; João B. R. do Val; Oswaldo L. V. Costa (IEEE Trans. Autom. Control., 2000)

Robust filtering for discrete-time linear systems with Markov switching parameters. - Oswaldo L. V. Costa; Susset Guerra Jiménez (ECC, 2001)

The separation principle for the H2-control of discrete-time Markovian jump linear systems. - Oswaldo L. V. Costa; Esteban Fernández Tuesta (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)

Monte Carlo TD(lambda)-methods for the optimal control of discrete-time Markovian jump linear systems. - Oswaldo L. V. Costa; Julio C. C. Aya (Autom., 2002)

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

Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. - Oswaldo L. V. Costa; Susset Guerra Jiménez (IEEE Trans. Autom. Control., 2002)

On the Poisson Equation for Piecewise-Deterministic Markov Processes. - Oswaldo L. V. Costa; François Dufour (SIAM J. Control. Optim., 2003)

Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems. - Oswaldo L. V. Costa; Esteban Fernández Tuesta (IEEE Trans. Autom. Control., 2003)

H 2-Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems. - Oswaldo L. V. Costa; Esteban Fernández Tuesta (Math. Control. Signals Syst., 2004)

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

Average Continuous Control of Piecewise Deterministic Markov Processes. - Oswaldo L. V. Costa; François Dufour (CDC/ECC, 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)

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)

Discrete-time mean-variance portfolio optimization with Markov switching parameters. - Michael Viriato Araujo; Oswaldo Luiz do Valle Costa (ACC, 2006)

Optimal control of Markov jump with multiplicative noise systems with indefinite quadratic and linear costs. - Oswaldo L. V. Costa; Wanderlei Lima de Paulo (ACC, 2006)

Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. - Oswaldo L. V. Costa; Wanderlei Lima de Paulo (Autom., 2007)

Stability and ergodicity of piecewise deterministic Markov processes. - Oswaldo L. V. Costa; François Dufour (CDC, 2008)

The vanishing approach for the average continuous control of piecewise deterministic Markov processes. - Oswaldo L. V. Costa; François Dufour (CDC, 2008)

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

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. - Oswaldo L. V. Costa; Michael V. Araujo (Autom., 2008)

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems. - Oswaldo Luiz do Valle Costa; Wanderlei Lima de Paulo (Eur. J. Control, 2008)

The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. - Oswaldo L. V. Costa; François Dufour (CDC, 2009)

Sampled control for mean-variance hedging in a jump diffusion financial market. - Oswaldo L. V. Costa; Andre Cury Maiali; Afonso de Campos Pinto (CDC, 2009)

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. - Oswaldo L. V. Costa; Rodrigo Takashi Okimura (Int. J. Control, 2009)

Linear minimum mean square filter for discrete-time linear systems with multiplicative noise. - Oswaldo L. V. Costa; Guilherme R. A. M. Benites (CDC, 2010)

Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. - Oswaldo L. V. Costa; François Dufour (CDC, 2010)

Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise. - Oswaldo L. V. Costa; Alexandre de Oliveira (CDC, 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)

Singular control for discounted Markov Decision Processes in a general state space. - Oswaldo L. V. Costa; François Dufour (CDC/ECC, 2011)

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. - Oswaldo L. V. Costa; Guilherme R. A. M. Benites (Autom., 2011)

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)

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. - Oswaldo L. V. Costa; Alexandre de Oliveira (Autom., 2012)

Singularly Perturbed Discounted Markov Control Processes in a General State Space. - Oswaldo L. V. Costa; François Dufour (SIAM J. Control. Optim., 2012)

Switched state-feedback control of discrete-time linear systems with multiplicative noises. - Carlos A. Cavichioli Gonzaga; Oswaldo L. V. Costa (CDC, 2013)

Stochastic stability for discrete-time Markov jump Lur'e systems. - Carlos A. Cavichioli Gonzaga; Oswaldo L. V. Costa (CDC, 2013)

Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. - Oswaldo L. V. Costa; Guilherme R. A. M. Benites (Int. J. Control, 2013)

Stochastic stabilization and induced l2-gain for discrete-time Markov jump Lur'e systems with control saturation. - Carlos Alberto Cavichioli Gonzaga; Oswaldo Luiz do Valle Costa (Autom., 2014)

Quadratic and H∞ switching control for discrete-time linear systems with multiplicative noises. - Oswaldo L. V. Costa; Carlos A. Cavichioli Gonzaga (Int. J. Control, 2014)

Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space. - Oswaldo L. V. Costa; Danilo Zucolli Figueiredo (IEEE Trans. Autom. Control., 2014)

Mean square stability and H2-control of continuous-time jump linear systems with partial information on the Markov parameter. - Frederik Stadtmann; Oswaldo L. V. Costa (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)

LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space. - Oswaldo L. V. Costa; Danilo Zucolli Figueiredo (IEEE Trans. Autom. Control., 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 design for discrete-time Markov Jump Systems with hidden parameters. - Alexandre de Oliveira; Oswaldo L. V. Costa (CCA, 2016)

Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space. - Oswaldo Luiz do Valle Costa; Danilo Zucolli Figueiredo (Autom., 2016)

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes. - Oswaldo L. V. Costa; François Dufour; Alexei B. Piunovskiy (SIAM J. Control. Optim., 2016)

Filtering ℒ-coupled algebraic Riccati equations for discrete-time Markov jump systems. - Oswaldo Luiz do Valle Costa; Danilo Zucolli Figueiredo (Autom., 2017)

H∞-filtering for Markov jump linear systems with partial information on the jump parameter. - André Marcorin de Oliveira; Oswaldo L. V. Costa (IFAC J. Syst. Control., 2017)

H2-Filtering for discrete-time hidden Markov jump systems. - André Marcorin de Oliveira; Oswaldo L. V. Costa (Int. J. Control, 2017)

H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space. - Danilo Zucolli Figueiredo; Oswaldo Luiz do Valle Costa (Int. J. Syst. Sci., 2017)

H2-Control of Continuous-Time Hidden Markov Jump Linear Systems. - Frederik Stadtmann; Oswaldo L. V. Costa (IEEE Trans. Autom. Control., 2017)

Network-Aware Design of State-Feedback Controllers for Linear Wireless Networked Control Systems. - André Marcorin de Oliveira; Vineeth S. Varma; Romain Postoyan; Irinel-Constantin Morarescu; Jamal Daafouz; Oswaldo L. V. Costa (ADHS, 2018)

Robust Fault Detection H∞ Filter for Markovian Jump Linear Systems. - Leonardo de Paula Carvalho; André Marcorin de Oliveira; Oswaldo Luiz do Valle Costa (ECC, 2018)

A suboptimal LMI formulation for the H2 static output feedback control of hidden Markov jump linear systems. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Jamal Daafouz (ECC, 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)

Design of Stabilizing Dynamic Output Feedback Controllers for Hidden Markov Jump Linear Systems. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Jamal Daafouz (IEEE Control. Syst. Lett., 2018)

Exponential Hidden Markov Models for ${H} _ infty$ Control of Jumping Systems. - Frederik Stadtmann; Oswaldo L. V. Costa (IEEE Control. Syst. Lett., 2018)

Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning. - Hellinton H. Takada; Julio Michael Stern; Oswaldo L. V. Costa; Celma O. Ribeiro (Entropy, 2018)

Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. - Fabio Barbieri; Oswaldo L. V. Costa (Int. J. Syst. Sci., 2018)

Mixed ℋ2/ℋ∞ filtering for Markov jump linear systems. - André Marcorin de Oliveira; Oswaldo L. V. Costa (Int. J. Syst. Sci., 2018)

A Separation Procedure Strategy for the H∞ Dynamic Output Feedback Control of Hidden Markov Jump System. - André Marcorin de Oliveira; Oswaldo L. V. Costa (ECC, 2019)

H2 / H∞ Simultaneous Fault Detection and Control for Markov Jump Linear Systems With Partial Observation. - Leonardo de Paula Carvalho; André Marcorin de Oliveira; Oswaldo Luiz do Valle Costa (IEEE Access, 2020)

Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems. - Yeison Andres Zabala; Oswaldo L. V. Costa (IEEE Access, 2020)

Suboptimal H2 and H∞ static output feedback control of hidden Markov jump linear systems. - André Marcorin de Oliveira; Oswaldo Luiz do Valle Costa; Jamal Daafouz (Eur. J. Control, 2020)

A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises. - Fabio Barbieri; Oswaldo L. V. Costa (Int. J. Syst. Sci., 2020)

A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear Systems. - Yeison Andres Zabala; Oswaldo Luiz do Valle Costa (IEEE Trans. Autom. Control., 2020)

Fault Detection Filter for Discrete-Time Markov Jump Lur'e Systems. - Leonardo de Paula Carvalho; Bayu Jayawardhana; Oswaldo Luiz do Valle Costa (ECC, 2021)

Gain-Scheduled Fault Detection Filter for Discrete-Time LPV Systems. - Leonardo de Paula Carvalho; Jonathan M. Palma; Tábitha E. Rosa; Bayu Jayawardhana; Oswaldo Luiz do Valle Costa (IEEE Access, 2021)

Formation Static Output Control of Linear Multi-Agent Systems With Hidden Markov Switching Network Topologies. - Eduardo S. Rodriguez-Canales; Oswaldo L. V. Costa (IEEE Access, 2021)

Model-based fault detection filter for Markovian jump linear systems applied to a control moment gyroscope. - Leonardo de Paula Carvalho; Fabio Yukio Toriumi; Bruno Augusto Angélico; Oswaldo Luiz do Valle Costa (Eur. J. Control, 2021)

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes. - Oswaldo L. V. Costa; François Dufour (Math. Methods Oper. Res., 2021)

Network-Aware Controller Design With Performance Guarantees for Linear Wireless Systems. - André Marcorin de Oliveira; Vineeth Satheeskumar Varma; Romain Postoyan; Irinel-Constantin Morarescu; Jamal Daafouz; Oswaldo Luiz do Valle Costa (IEEE Trans. Autom. Control., 2021)

Energy-to-Peak Filtering for Continuous-Time Markov Jump Linear Systems with Partial Information on the Jump Parameter. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Gabriela Werner Gabriel; Sergio R. Barros dos Santos (CDC, 2022)

Energy-to-Peak Reduced Order Filtering for Continuous-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Gabriela Werner Gabriel; Sergio Ronaldo Barros dos Santos (IEEE Access, 2022)

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)

Robust static output feedback control for hidden Markov jump linear systems. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Gabriela Werner Gabriel (Int. J. Syst. Sci., 2022)

H2 Output-Feedback Cluster Control for Continuous Semi-Markov Jump Linear Systems With Erlang Dwell Times. - Matheus Souza 001; Marcel De Almeida; André R. Fioravanti; Oswaldo L. V. Costa (IEEE Control. Syst. Lett., 2023)

ℋ2 state-feedback control for continuous semi-Markov jump linear systems with rational transition rates. - Marcel De Almeida; Matheus Souza 001; André R. Fioravanti; Oswaldo L. V. Costa (Int. J. Control, 2023)

Reduced-order energy-to-peak filtering for hidden Markov jump linear systems. - André Marcorin de Oliveira; Oswaldo L. V. Costa; Sergio R. Barros dos Santos; Gabriela Werner Gabriel (J. Frankl. Inst., 2023)

Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter. - André Marcorin de Oliveira; Sergio R. Barros dos Santos; Oswaldo L. V. Costa (IEEE Trans. Syst. Man Cybern. Syst., 2023)

Adaptive average control for piecewise deterministic Markov processes. - Oswaldo L. V. Costa; François Dufour; Alexandre Génadot (Syst. Control. Lett., 2024)

Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems. - Oswaldo L. V. Costa; André Marcorin de Oliveira (Syst. Control. Lett., 2024)

Filtering for Nonlinear and Linear Markov Jump Systems. - Oswaldo L. V. Costa; André Marcorin de Oliveira (IEEE Trans. Autom. Control., 2024)

Static Output Energy-to-Peak Control for Semi-Markov Jump Linear Systems With Phase-Type Distributions and Hidden Modes. - Oswaldo L. V. Costa; André Marcorin de Oliveira (IEEE Trans. Autom. Control., 2024)

An Improved Iterative Approach for Static Output Feedback Control of Discrete-Time Hidden Markov Jump Linear Systems. - Marco A. Granato; Oswaldo L. V. Costa (IEEE Access, 2025)

Reduced-order H∞ filtering of phase-type semi-Markov jump linear systems. - Gabriela Werner Gabriel; André Marcorin de Oliveira; Oswaldo L. V. Costa; Sergio Ronaldo Barros dos Santos (J. Frankl. Inst., 2025)

Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics. - Rafael Zimmer; Oswaldo Luiz do Valle Costa (CoRR, 2025)