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Artigo de periodico
A multi-period mean-variance analysis for portfolio tracking error (2017)
Paulo, Wanderlei Lima de ; Zabala, Yeison Andrés ; Costa, Oswaldo Luiz do Valle
Source: Applied Mathematical Sciences. Unidades: EP, FEA
Subjects: PORTFÓLIOS, ANÁLISE DE VARIÂNCIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PAULO, Wanderlei Lima de e ZABALA, Yeison Andrés e COSTA, Oswaldo Luiz do Valle. A multi-period mean-variance analysis for portfolio tracking error. Applied Mathematical Sciences, v. 11, n. 7, p. 331-343, 2017Tradução . . Disponível em: https://doi.org/10.12988/ams.2017.612287. Acesso em: 23 abr. 2024.
APA
Paulo, W. L. de, Zabala, Y. A., & Costa, O. L. do V. (2017). A multi-period mean-variance analysis for portfolio tracking error. Applied Mathematical Sciences, 11( 7), 331-343. doi:10.12988/ams.2017.612287
NLM
Paulo WL de, Zabala YA, Costa OL do V. A multi-period mean-variance analysis for portfolio tracking error [Internet]. Applied Mathematical Sciences. 2017 ; 11( 7): 331-343.[citado 2024 abr. 23 ] Available from: https://doi.org/10.12988/ams.2017.612287
Vancouver
Paulo WL de, Zabala YA, Costa OL do V. A multi-period mean-variance analysis for portfolio tracking error [Internet]. Applied Mathematical Sciences. 2017 ; 11( 7): 331-343.[citado 2024 abr. 23 ] Available from: https://doi.org/10.12988/ams.2017.612287
Artigo de periodico
Robust portfolio optimization for electricity planning: an application based on the Brazilian electricity mix (2017)
Costa, Oswaldo Luiz do Valle ; Ribeiro, Celma ; Rego, Erik Eduardo ; Stern, Julio Michael ; Barros, Virginia Parente de ; Kileber, Solange
Source: Energy Economics. Unidades: EP, IME, IEE
Subjects: OTIMIZAÇÃO MATEMÁTICA, METODOLOGIA E TÉCNICAS DE COMPUTAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle et al. Robust portfolio optimization for electricity planning: an application based on the Brazilian electricity mix. Energy Economics, v. 64, p. 158-169, 2017Tradução . . Disponível em: https://doi.org/10.1016/j.eneco.2017.03.021. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., Ribeiro, C., Rego, E. E., Stern, J. M., Barros, V. P. de, & Kileber, S. (2017). Robust portfolio optimization for electricity planning: an application based on the Brazilian electricity mix. Energy Economics, 64, 158-169. doi:10.1016/j.eneco.2017.03.021
NLM
Costa OL do V, Ribeiro C, Rego EE, Stern JM, Barros VP de, Kileber S. Robust portfolio optimization for electricity planning: an application based on the Brazilian electricity mix [Internet]. Energy Economics. 2017 ; 64 158-169.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.eneco.2017.03.021
Vancouver
Costa OL do V, Ribeiro C, Rego EE, Stern JM, Barros VP de, Kileber S. Robust portfolio optimization for electricity planning: an application based on the Brazilian electricity mix [Internet]. Energy Economics. 2017 ; 64 158-169.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.eneco.2017.03.021
Artigo de periodico
H2H2 -Filtering for discrete-time hidden Markov jump systems (2016)
Oliveira, André Marcorin de ; Costa, Oswaldo Luiz do Valle
Source: International Journal of Control. Unidade: EP
Subjects: SISTEMAS LINEARES, MÉTODOS MCMC, CONTROLE LINEAR, CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
OLIVEIRA, André Marcorin de e COSTA, Oswaldo Luiz do Valle. H2H2 -Filtering for discrete-time hidden Markov jump systems. International Journal of Control, v. 90, n. 3, p. 599-615, 2016Tradução . . Disponível em: https://doi.org/10.1080/00207179.2016.1186844. Acesso em: 23 abr. 2024.
APA
Oliveira, A. M. de, & Costa, O. L. do V. (2016). H2H2 -Filtering for discrete-time hidden Markov jump systems. International Journal of Control, 90( 3), 599-615. doi:10.1080/00207179.2016.1186844
NLM
Oliveira AM de, Costa OL do V. H2H2 -Filtering for discrete-time hidden Markov jump systems [Internet]. International Journal of Control. 2016 ; 90( 3): 599-615.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1080/00207179.2016.1186844
Vancouver
Oliveira AM de, Costa OL do V. H2H2 -Filtering for discrete-time hidden Markov jump systems [Internet]. International Journal of Control. 2016 ; 90( 3): 599-615.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1080/00207179.2016.1186844
Artigo de periodico
Enhanced index tracking optimal portfolio selection (2016)
Paulo, Wanderlei Lima de ; Oliveira, Estela Mara de; Costa, Oswaldo Luiz do Valle
Source: Finance Research Letters. Unidades: FEA, EP
Subjects: RASTREAMENTO, PORTFÓLIOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PAULO, Wanderlei Lima de e OLIVEIRA, Estela Mara de e COSTA, Oswaldo Luiz do Valle. Enhanced index tracking optimal portfolio selection. Finance Research Letters, v. 16, p. 93-102, 2016Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2015.10.005. Acesso em: 23 abr. 2024.
APA
Paulo, W. L. de, Oliveira, E. M. de, & Costa, O. L. do V. (2016). Enhanced index tracking optimal portfolio selection. Finance Research Letters, 16, 93-102. doi:10.1016/j.frl.2015.10.005
NLM
Paulo WL de, Oliveira EM de, Costa OL do V. Enhanced index tracking optimal portfolio selection [Internet]. Finance Research Letters. 2016 ; 16 93-102.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.frl.2015.10.005
Vancouver
Paulo WL de, Oliveira EM de, Costa OL do V. Enhanced index tracking optimal portfolio selection [Internet]. Finance Research Letters. 2016 ; 16 93-102.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.frl.2015.10.005
Artigo de periodico
Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem (2014)
Paulo, Wanderlei Lima de ; Costa, Oswaldo Luiz do Valle
Source: Investment Management and Financial Innovations. Unidades: FEA, EP
Subjects: CLUSTERS, PROCESSOS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PAULO, Wanderlei Lima de e COSTA, Oswaldo Luiz do Valle. Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem. Investment Management and Financial Innovations, v. 11, n. 3, 2014Tradução . . Disponível em: http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf. Acesso em: 23 abr. 2024.
APA
Paulo, W. L. de, & Costa, O. L. do V. (2014). Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem. Investment Management and Financial Innovations, 11( 3). Recuperado de http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf
NLM
Paulo WL de, Costa OL do V. Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem [Internet]. Investment Management and Financial Innovations. 2014 ; 11( 3):[citado 2024 abr. 23 ] Available from: http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf
Vancouver
Paulo WL de, Costa OL do V. Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem [Internet]. Investment Management and Financial Innovations. 2014 ; 11( 3):[citado 2024 abr. 23 ] Available from: http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf
Artigo de periodico
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (2011)
Costa, Oswaldo Luiz do Valle ; Dufour, F.
Source: Applied Mathematics & Optimization. Unidade: EP
Subjects: CONTROLE (TEORIA DE SISTEMAS E CONTROLE), ENGENHARIA ELÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Applied Mathematics & Optimization, v. 63, n. 3, 2011Tradução . . Disponível em: https://doi.org/10.1109/cdc.2010.5717626. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2011). Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Applied Mathematics & Optimization, 63( 3). doi:10.1109/cdc.2010.5717626
NLM
Costa OL do V, Dufour F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes [Internet]. Applied Mathematics & Optimization. 2011 ; 63( 3):[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2010.5717626
Vancouver
Costa OL do V, Dufour F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes [Internet]. Applied Mathematics & Optimization. 2011 ; 63( 3):[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2010.5717626
Artigo de periodico
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises (2011)
Costa, Oswaldo Luiz do Valle ; Benites, Guilherme R.A.M.
Source: Automatica. Unidade: EP
Assunto: FILTROS DE KALMAN
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e BENITES, Guilherme R.A.M. Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Automatica, v. 47, n. 3, p. 466-476, 2011Tradução . . Disponível em: https://doi.org/10.1016/j.automatica.2011.01.015. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Benites, G. R. A. M. (2011). Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Automatica, 47( 3), 466-476. doi:10.1016/j.automatica.2011.01.015
NLM
Costa OL do V, Benites GRAM. Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises [Internet]. Automatica. 2011 ; 47( 3): 466-476.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.automatica.2011.01.015
Vancouver
Costa OL do V, Benites GRAM. Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises [Internet]. Automatica. 2011 ; 47( 3): 466-476.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.automatica.2011.01.015
Artigo de periodico
Sampled control for mean-variance hedging in a jump diffusion financial market (2010)
Costa, Oswaldo Luiz do Valle ; Maiali, André Cury; Pinto, Afonso de C.
Source: IEEE transactions on automatic control. Unidade: EP
Subjects: MERCADO FINANCEIRO, CONTROLE ÓTIMO, OPÇÕES FINANCEIRAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e MAIALI, André Cury e PINTO, Afonso de C. Sampled control for mean-variance hedging in a jump diffusion financial market. IEEE transactions on automatic control, n. 7, p. 1704 - 1709, 2010Tradução . . Disponível em: https://doi.org/10.1109/cdc.2009.5400676. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., Maiali, A. C., & Pinto, A. de C. (2010). Sampled control for mean-variance hedging in a jump diffusion financial market. IEEE transactions on automatic control, ( 7), 1704 - 1709. doi:10.1109/cdc.2009.5400676
NLM
Costa OL do V, Maiali AC, Pinto A de C. Sampled control for mean-variance hedging in a jump diffusion financial market [Internet]. IEEE transactions on automatic control. 2010 ;( 7): 1704 - 1709.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2009.5400676
Vancouver
Costa OL do V, Maiali AC, Pinto A de C. Sampled control for mean-variance hedging in a jump diffusion financial market [Internet]. IEEE transactions on automatic control. 2010 ;( 7): 1704 - 1709.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2009.5400676
Artigo de periodico
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes (2010)
Costa, Oswaldo Luiz do Valle ; Dufour, F
Source: Applied Mathematics and Optimization. Unidade: EP
Assunto: CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, F. The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes. Applied Mathematics and Optimization, p. 1-19, 2010Tradução . . Disponível em: https://doi.org/10.1007/s00245-010-9099-4. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2010). The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes. Applied Mathematics and Optimization, 1-19. doi:10.1007/s00245-010-9099-4
NLM
Costa OL do V, Dufour F. The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes [Internet]. Applied Mathematics and Optimization. 2010 ; 1-19.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1007/s00245-010-9099-4
Vancouver
Costa OL do V, Dufour F. The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes [Internet]. Applied Mathematics and Optimization. 2010 ; 1-19.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1007/s00245-010-9099-4
Artigo de periodico
A separation principle for the continuous-time LQ-problem with markovian jump parameters (2010)
Fragoso, Marcelo Dutra; Costa, Oswaldo Luiz do Valle
Source: IEEE Transactions on Automatic Control. Unidade: EP
Subjects: SISTEMAS LINEARES, ENGENHARIA ELÉTRICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FRAGOSO, Marcelo Dutra e COSTA, Oswaldo Luiz do Valle. A separation principle for the continuous-time LQ-problem with markovian jump parameters. IEEE Transactions on Automatic Control, v. 55, n. 12, p. 2692-2707, 2010Tradução . . Disponível em: https://doi.org/10.1109/TAC.2010.2048056. Acesso em: 23 abr. 2024.
APA
Fragoso, M. D., & Costa, O. L. do V. (2010). A separation principle for the continuous-time LQ-problem with markovian jump parameters. IEEE Transactions on Automatic Control, 55( 12), 2692-2707. doi:10.1109/TAC.2010.2048056
NLM
Fragoso MD, Costa OL do V. A separation principle for the continuous-time LQ-problem with markovian jump parameters [Internet]. IEEE Transactions on Automatic Control. 2010 ; 55( 12): 2692-2707.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/TAC.2010.2048056
Vancouver
Fragoso MD, Costa OL do V. A separation principle for the continuous-time LQ-problem with markovian jump parameters [Internet]. IEEE Transactions on Automatic Control. 2010 ; 55( 12): 2692-2707.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/TAC.2010.2048056
Artigo de periodico
Average continuous control of piecewise deterministic Markov processes (2010)
Costa, Oswaldo Luiz do Valle ; Dufour, François
Source: Siam journal on control and optimization. Unidade: EP
Subjects: CONTROLE ÓTIMO, MÉTODOS MCMC
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization, n. 7, p. 4262-4291, 2010Tradução . . Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2010). Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization, ( 7), 4262-4291.
NLM
Costa OL do V, Dufour F. Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization. 2010 ;( 7): 4262-4291.[citado 2024 abr. 23 ]
Vancouver
Costa OL do V, Dufour F. Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization. 2010 ;( 7): 4262-4291.[citado 2024 abr. 23 ]
Trabalho de evento
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (2009)
Costa, Oswaldo Luiz do Valle ; Dufour, F
Source: Proceedings. Conference titles: IEEE Conference on Decision and Control, 48./Chinese Control Conference. Unidade: EP
Assunto: CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, F. The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. 2009, Anais.. New York: IEEE, 2009. . Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2009). The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. In Proceedings. New York: IEEE.
NLM
Costa OL do V, Dufour F. The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. Proceedings. 2009 ;[citado 2024 abr. 23 ]
Vancouver
Costa OL do V, Dufour F. The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. Proceedings. 2009 ;[citado 2024 abr. 23 ]
Trabalho de evento
Sampled control for mean-variance hedging in a jump diffusion financial market (2009)
Costa, Oswaldo Luiz do Valle ; Pinto, Afonso de C.
Source: Proceedings. Conference titles: IEEE Conference on Decision and Control, 48./Chinese Control Conference. Unidade: EP
Assunto: CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e PINTO, Afonso de C. Sampled control for mean-variance hedging in a jump diffusion financial market. 2009, Anais.. New York: IEEE, 2009. . Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Pinto, A. de C. (2009). Sampled control for mean-variance hedging in a jump diffusion financial market. In Proceedings. New York: IEEE.
NLM
Costa OL do V, Pinto A de C. Sampled control for mean-variance hedging in a jump diffusion financial market. Proceedings. 2009 ;[citado 2024 abr. 23 ]
Vancouver
Costa OL do V, Pinto A de C. Sampled control for mean-variance hedging in a jump diffusion financial market. Proceedings. 2009 ;[citado 2024 abr. 23 ]
Artigo de periodico
The vanishing approach for the average continuous control of piecewise deterministic Markov processes (2009)
Costa, Oswaldo Luiz do Valle ; Dufour, F
Source: Journal of Applied Probability. Unidade: EP
Subjects: MÉTODOS MCMC, CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, F. The vanishing approach for the average continuous control of piecewise deterministic Markov processes. Journal of Applied Probability, v. 46, n. 4, p. 1157-1183, 2009Tradução . . Disponível em: https://doi.org/10.1109/cdc.2008.4738719. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2009). The vanishing approach for the average continuous control of piecewise deterministic Markov processes. Journal of Applied Probability, 46( 4), 1157-1183. doi:10.1109/cdc.2008.4738719
NLM
Costa OL do V, Dufour F. The vanishing approach for the average continuous control of piecewise deterministic Markov processes [Internet]. Journal of Applied Probability. 2009 ; 46( 4): 1157-1183.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2008.4738719
Vancouver
Costa OL do V, Dufour F. The vanishing approach for the average continuous control of piecewise deterministic Markov processes [Internet]. Journal of Applied Probability. 2009 ; 46( 4): 1157-1183.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2008.4738719
Artigo de periodico
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (2009)
Costa, Oswaldo Luiz do Valle ; Okimura, Rodrigo Takashi
Source: International Journal of Control. Unidade: EP
Subjects: MÉTODOS MCMC, CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e OKIMURA, Rodrigo Takashi. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. International Journal of Control, v. 82, n. 2, p. 256-267, 2009Tradução . . Disponível em: https://doi.org/10.1080/00207170802050825. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Okimura, R. T. (2009). Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. International Journal of Control, 82( 2), 256-267. doi:10.1080/00207170802050825
NLM
Costa OL do V, Okimura RT. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise [Internet]. International Journal of Control. 2009 ; 82( 2): 256-267.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1080/00207170802050825
Vancouver
Costa OL do V, Okimura RT. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise [Internet]. International Journal of Control. 2009 ; 82( 2): 256-267.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1080/00207170802050825
Trabalho de evento
The vanishing approach for the average continuous control of piecewise deterministic Markov processes (2008)
Costa, Oswaldo Luiz do Valle ; Dufour, François
Source: Proceedings. Conference titles: IEEE Conference on Decision and Control. Unidade: EP
Subjects: MÉTODOS MCMC, CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. The vanishing approach for the average continuous control of piecewise deterministic Markov processes. 2008, Anais.. New York: IEEE, 2008. . Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2008). The vanishing approach for the average continuous control of piecewise deterministic Markov processes. In Proceedings. New York: IEEE.
NLM
Costa OL do V, Dufour F. The vanishing approach for the average continuous control of piecewise deterministic Markov processes. Proceedings. 2008 ;[citado 2024 abr. 23 ]
Vancouver
Costa OL do V, Dufour F. The vanishing approach for the average continuous control of piecewise deterministic Markov processes. Proceedings. 2008 ;[citado 2024 abr. 23 ]
Trabalho de evento
Generalized coupled algebraic riccati equations for discrete-time Markov jump with multiplicative noise systems (2008)
Costa, Oswaldo Luiz do Valle ; Paulo, Wanderlei Lima de
Source: 17 IFAC : proceedings.. Conference titles: World Congress the International Federation of Automatic Control. Unidade: EP
Assunto: CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
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: 23 abr. 2024.
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 2024 abr. 23 ]
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 2024 abr. 23 ]
Artigo de periodico
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (2008)
Costa, Oswaldo Luiz do Valle ; Araujo, Michael Viriato
Source: Automatica. Unidade: EP
Subjects: MÉTODOS MCMC, CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e ARAUJO, Michael Viriato. A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Automatica, v. 44, n. 10, p. 2487-2497, 2008Tradução . . Disponível em: https://doi.org/10.1016/j.automatica.2008.02.014. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Araujo, M. V. (2008). A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Automatica, 44( 10), 2487-2497. doi:10.1016/j.automatica.2008.02.014
NLM
Costa OL do V, Araujo MV. A generalized multi-period mean-variance portfolio optimization with Markov switching parameters [Internet]. Automatica. 2008 ; 44( 10): 2487-2497.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.automatica.2008.02.014
Vancouver
Costa OL do V, Araujo MV. A generalized multi-period mean-variance portfolio optimization with Markov switching parameters [Internet]. Automatica. 2008 ; 44( 10): 2487-2497.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1016/j.automatica.2008.02.014
Artigo de periodico
Stability and ergodicity of piecewise deterministic Markov processes (2008)
Costa, Oswaldo Luiz do Valle ; Dufour, François
Source: SIAM Journal on Control and Optimization. Unidade: EP
Subjects: MÉTODOS MCMC, CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. Stability and ergodicity of piecewise deterministic Markov processes. SIAM Journal on Control and Optimization, v. 47, n. 2, p. 1053-1077, 2008Tradução . . Disponível em: https://doi.org/10.1109/cdc.2008.4739508. Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Dufour, F. (2008). Stability and ergodicity of piecewise deterministic Markov processes. SIAM Journal on Control and Optimization, 47( 2), 1053-1077. doi:10.1109/cdc.2008.4739508
NLM
Costa OL do V, Dufour F. Stability and ergodicity of piecewise deterministic Markov processes [Internet]. SIAM Journal on Control and Optimization. 2008 ; 47( 2): 1053-1077.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2008.4739508
Vancouver
Costa OL do V, Dufour F. Stability and ergodicity of piecewise deterministic Markov processes [Internet]. SIAM Journal on Control and Optimization. 2008 ; 47( 2): 1053-1077.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1109/cdc.2008.4739508
Trabalho de evento
Robust linear filtering for continuous-time hybrid Markov linear systems (2008)
Costa, Oswaldo Luiz do Valle ; Fragoso, Marcelo Dutra
Source: Proceedings. Conference titles: IEEE Conference on Decision and Control. Unidade: EP
Subjects: MÉTODOS MCMC, CADEIAS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e FRAGOSO, Marcelo Dutra. Robust linear filtering for continuous-time hybrid Markov linear systems. 2008, Anais.. New York: IEEE, 2008. . Acesso em: 23 abr. 2024.
APA
Costa, O. L. do V., & Fragoso, M. D. (2008). Robust linear filtering for continuous-time hybrid Markov linear systems. In Proceedings. New York: IEEE.
NLM
Costa OL do V, Fragoso MD. Robust linear filtering for continuous-time hybrid Markov linear systems. Proceedings. 2008 ;[citado 2024 abr. 23 ]
Vancouver
Costa OL do V, Fragoso MD. Robust linear filtering for continuous-time hybrid Markov linear systems. Proceedings. 2008 ;[citado 2024 abr. 23 ]

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