Stability results for discrete-time linear systems with markovian jumping parameters (1993)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1006/jmaa.1993.1341
- Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
- Language: Inglês
- Source:
- Título: Journal of Mathematical Analysis and Applications
- Volume/Número/Paginação/Ano: v.179, n.1 , p.154-78, oct. 1993
- Este artigo NÃO possui versão em acesso aberto
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Status: Nenhuma versão em acesso aberto identificada -
ABNT
COSTA, Oswaldo Luiz do Valle e FRAGOSO, M D. Stability results for discrete-time linear systems with markovian jumping parameters. Journal of Mathematical Analysis and Applications, v. 179, n. 1 , p. 154-78, 1993Tradução . . Disponível em: https://doi.org/10.1006/jmaa.1993.1341. Acesso em: 15 mar. 2026. -
APA
Costa, O. L. do V., & Fragoso, M. D. (1993). Stability results for discrete-time linear systems with markovian jumping parameters. Journal of Mathematical Analysis and Applications, 179( 1 ), 154-78. doi:10.1006/jmaa.1993.1341 -
NLM
Costa OL do V, Fragoso MD. Stability results for discrete-time linear systems with markovian jumping parameters [Internet]. Journal of Mathematical Analysis and Applications. 1993 ;179( 1 ): 154-78.[citado 2026 mar. 15 ] Available from: https://doi.org/10.1006/jmaa.1993.1341 -
Vancouver
Costa OL do V, Fragoso MD. Stability results for discrete-time linear systems with markovian jumping parameters [Internet]. Journal of Mathematical Analysis and Applications. 1993 ;179( 1 ): 154-78.[citado 2026 mar. 15 ] Available from: https://doi.org/10.1006/jmaa.1993.1341 - Sampled control for mean-variance hedging in a jump diffusion financial market
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