Optimal control of linear systems subject to Markovian jumps (1992)
- Autor:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Subjects: TEORIA DE SISTEMAS; CONTROLE ÓTIMO
- Language: Inglês
- Imprenta:
- Source:
- Título: 9.Cba
- Conference titles: Congresso Brasileiro de Automatica
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ABNT
COSTA, Oswaldo Luiz do Valle. Optimal control of linear systems subject to Markovian jumps. 1992, Anais.. Vitoria: Sba/Ufes, 1992. . Acesso em: 04 mar. 2026. -
APA
Costa, O. L. do V. (1992). Optimal control of linear systems subject to Markovian jumps. In 9.Cba. Vitoria: Sba/Ufes. -
NLM
Costa OL do V. Optimal control of linear systems subject to Markovian jumps. 9.Cba. 1992 ;[citado 2026 mar. 04 ] -
Vancouver
Costa OL do V. Optimal control of linear systems subject to Markovian jumps. 9.Cba. 1992 ;[citado 2026 mar. 04 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
- Impulse control of piecewise deterministic systems
- Generalized mean-variance portfolio selection model with regime switching
- On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- Sampled control for mean-variance hedging in a jump diffusion financial market
- State feedback H∞ control for discrete-time infinite-dimensional stochastic bilinear systems
- Discretizations for the average impulse control of piecewise deterministic processes
- A note on stochastic stability for linear systems with jumping parameters
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
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