Generalized coupled algebraic riccati equations for discrete-time Markov jump with multiplicative noise systems (2008)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Assunto: CADEIAS DE MARKOV
- Language: Inglês
- Imprenta:
- Source:
- Título: 17 IFAC : proceedings.
- Conference titles: World Congress the International Federation of Automatic Control
-
ABNT
COSTA, Oswaldo Luiz do Valle e PAULO, Wanderlei Lima de. Generalized coupled algebraic riccati equations for discrete-time Markov jump with multiplicative noise systems. 2008, Anais.. Seoul: IFAC, 2008. . Acesso em: 10 fev. 2026. -
APA
Costa, O. L. do V., & Paulo, W. L. de. (2008). Generalized coupled algebraic riccati equations for discrete-time Markov jump with multiplicative noise systems. In 17 IFAC : proceedings.. Seoul: IFAC. -
NLM
Costa OL do V, Paulo WL de. Generalized coupled algebraic riccati equations for discrete-time Markov jump with multiplicative noise systems. 17 IFAC : proceedings. 2008 ;[citado 2026 fev. 10 ] -
Vancouver
Costa OL do V, Paulo WL de. Generalized coupled algebraic riccati equations for discrete-time Markov jump with multiplicative noise systems. 17 IFAC : proceedings. 2008 ;[citado 2026 fev. 10 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
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