Stability results for discrete-time linear systems with Markovian jumping parameters (1991)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
- Language: Inglês
- Imprenta:
- Publisher: Laboratorio Nacional de Computacao Cientifica
- Publisher place: Rio de Janeiro
- Date published: 1991
-
ABNT
COSTA, Oswaldo Luiz do Valle e FRAGOSO, M D. Stability results for discrete-time linear systems with Markovian jumping parameters. . Rio de Janeiro: Laboratorio Nacional de Computacao Cientifica. . Acesso em: 13 mar. 2026. , 1991 -
APA
Costa, O. L. do V., & Fragoso, M. D. (1991). Stability results for discrete-time linear systems with Markovian jumping parameters. Rio de Janeiro: Laboratorio Nacional de Computacao Cientifica. -
NLM
Costa OL do V, Fragoso MD. Stability results for discrete-time linear systems with Markovian jumping parameters. 1991 ;[citado 2026 mar. 13 ] -
Vancouver
Costa OL do V, Fragoso MD. Stability results for discrete-time linear systems with Markovian jumping parameters. 1991 ;[citado 2026 mar. 13 ] - 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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