A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations (2007)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Subjects: PROCESSOS DE MARKOV; SISTEMAS LINEARES
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Mathematical Analysis and applications
- ISSN: 0022-247X
- Volume/Número/Paginação/Ano: v.331, n.1, July, 2007
-
ABNT
COSTA, Oswaldo Luiz do Valle e FRAGOSO, Marcelo Dutra. A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations. Journal of Mathematical Analysis and applications, v. 331, n. 1, 2007Tradução . . Acesso em: 12 mar. 2026. -
APA
Costa, O. L. do V., & Fragoso, M. D. (2007). A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations. Journal of Mathematical Analysis and applications, 331( 1). -
NLM
Costa OL do V, Fragoso MD. A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations. Journal of Mathematical Analysis and applications. 2007 ;331( 1):[citado 2026 mar. 12 ] -
Vancouver
Costa OL do V, Fragoso MD. A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations. Journal of Mathematical Analysis and applications. 2007 ;331( 1):[citado 2026 mar. 12 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
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