Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters (2000)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1109/ACC.2000.877032
- Assunto: SISTEMAS DE CONTROLE
- Language: Inglês
- Imprenta:
- Publisher: IEEE
- Publisher place: [Piscataway]
- Date published: 2000
- ISBN: 0780355199
- Source:
- Título: Proceedings
- Conference titles: American Control Conference
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
FRAGOSO, Marcelo D. e COSTA, Oswaldo Luiz do Valle. Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters. 2000, Anais.. [Piscataway]: IEEE, 2000. Disponível em: http://doi.org/10.1109/ACC.2000.877032. Acesso em: 14 fev. 2026. -
APA
Fragoso, M. D., & Costa, O. L. do V. (2000). Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters. In Proceedings. [Piscataway]: IEEE. doi:10.1109/ACC.2000.877032 -
NLM
Fragoso MD, Costa OL do V. Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters [Internet]. Proceedings. 2000 ;[citado 2026 fev. 14 ] Available from: http://doi.org/10.1109/ACC.2000.877032 -
Vancouver
Fragoso MD, Costa OL do V. Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters [Internet]. Proceedings. 2000 ;[citado 2026 fev. 14 ] Available from: http://doi.org/10.1109/ACC.2000.877032 - Sampled control for mean-variance hedging in a jump diffusion financial market
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- 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
Informações sobre o DOI: 10.1109/ACC.2000.877032 (Fonte: oaDOI API)
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