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Trabalho de evento
Discrete-time mean-variance portfolio optimization with Markov switching parameters (2006)
Araujo, Michael Viriato; Costa, Oswaldo Luiz do Valle
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: ENGENHARIA FINANCEIRA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ARAUJO, Michael Viriato e COSTA, Oswaldo Luiz do Valle. Discrete-time mean-variance portfolio optimization with Markov switching parameters. 2006, Anais.. Minneapolis: Escola Politécnica, Universidade de São Paulo, 2006. . Acesso em: 16 ago. 2024.
APA
Araujo, M. V., & Costa, O. L. do V. (2006). Discrete-time mean-variance portfolio optimization with Markov switching parameters. In Proceedings. Minneapolis: Escola Politécnica, Universidade de São Paulo.
NLM
Araujo MV, Costa OL do V. Discrete-time mean-variance portfolio optimization with Markov switching parameters. Proceedings. 2006 ;[citado 2024 ago. 16 ]
Vancouver
Araujo MV, Costa OL do V. Discrete-time mean-variance portfolio optimization with Markov switching parameters. Proceedings. 2006 ;[citado 2024 ago. 16 ]
Trabalho de evento
Optimal control of Markov jump with multiplicative noise systems with infinite quadratic and linear costs (2006)
Costa, Oswaldo Luiz do Valle ; Paulo, Wanderlei Lima de
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: ENGENHARIA FINANCEIRA
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. Optimal control of Markov jump with multiplicative noise systems with infinite quadratic and linear costs. 2006, Anais.. Minneapolis: Escola Politécnica, Universidade de São Paulo, 2006. . Acesso em: 16 ago. 2024.
APA
Costa, O. L. do V., & Paulo, W. L. de. (2006). Optimal control of Markov jump with multiplicative noise systems with infinite quadratic and linear costs. In Proceedings. Minneapolis: Escola Politécnica, Universidade de São Paulo.
NLM
Costa OL do V, Paulo WL de. Optimal control of Markov jump with multiplicative noise systems with infinite quadratic and linear costs. Proceedings. 2006 ;[citado 2024 ago. 16 ]
Vancouver
Costa OL do V, Paulo WL de. Optimal control of Markov jump with multiplicative noise systems with infinite quadratic and linear costs. Proceedings. 2006 ;[citado 2024 ago. 16 ]
Trabalho de evento
Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters (2000)
Fragoso, Marcelo D.; Costa, Oswaldo Luiz do Valle
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: SISTEMAS DE CONTROLE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
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.. Chicago: AACC, 2000. . Acesso em: 16 ago. 2024.
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. Chicago: AACC.
NLM
Fragoso MD, Costa OL do V. Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters. Proceedings. 2000 ;[citado 2024 ago. 16 ]
Vancouver
Fragoso MD, Costa OL do V. Mean square stabilizability of continous linear systems with partial information on the Markovian jumping parameters. Proceedings. 2000 ;[citado 2024 ago. 16 ]
Trabalho de evento
Solutions for the linear-quadratic control problem of Markov jump linear systems (1999)
Val, João Bosco Ribeiro do ; Geromel, José Claudio ; Costa, Oswaldo Luiz do Valle
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: SISTEMAS DE CONTROLE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
VAL, João Bosco Ribeiro do e GEROMEL, José Claudio e COSTA, Oswaldo Luiz do Valle. Solutions for the linear-quadratic control problem of Markov jump linear systems. 1999, Anais.. San Diego: AACC, 1999. . Acesso em: 16 ago. 2024.
APA
Val, J. B. R. do, Geromel, J. C., & Costa, O. L. do V. (1999). Solutions for the linear-quadratic control problem of Markov jump linear systems. In Proceedings. San Diego: AACC.
NLM
Val JBR do, Geromel JC, Costa OL do V. Solutions for the linear-quadratic control problem of Markov jump linear systems. Proceedings. 1999 ;[citado 2024 ago. 16 ]
Vancouver
Val JBR do, Geromel JC, Costa OL do V. Solutions for the linear-quadratic control problem of Markov jump linear systems. Proceedings. 1999 ;[citado 2024 ago. 16 ]
Trabalho de evento
Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations (1999)
Costa, Oswaldo Luiz do Valle ; Ceballos Aya, Julio Cesar
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: SISTEMAS DE CONTROLE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e CEBALLOS AYA, Julio Cesar. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. 1999, Anais.. San Diego: AACC, 1999. . Acesso em: 16 ago. 2024.
APA
Costa, O. L. do V., & Ceballos Aya, J. C. (1999). Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. In Proceedings. San Diego: AACC.
NLM
Costa OL do V, Ceballos Aya JC. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Proceedings. 1999 ;[citado 2024 ago. 16 ]
Vancouver
Costa OL do V, Ceballos Aya JC. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Proceedings. 1999 ;[citado 2024 ago. 16 ]
Trabalho de evento
Variational inequalities for the optimal stopping with continuous control of piecewise deterministic Markov processes (1999)
Costa, Oswaldo Luiz do Valle ; Raymundo, C. A. B.; Dufour, F.
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: SISTEMAS DE CONTROLE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
COSTA, Oswaldo Luiz do Valle e RAYMUNDO, C. A. B. e DUFOUR, F. Variational inequalities for the optimal stopping with continuous control of piecewise deterministic Markov processes. 1999, Anais.. San Diego: AACC, 1999. . Acesso em: 16 ago. 2024.
APA
Costa, O. L. do V., Raymundo, C. A. B., & Dufour, F. (1999). Variational inequalities for the optimal stopping with continuous control of piecewise deterministic Markov processes. In Proceedings. San Diego: AACC.
NLM
Costa OL do V, Raymundo CAB, Dufour F. Variational inequalities for the optimal stopping with continuous control of piecewise deterministic Markov processes. Proceedings. 1999 ;[citado 2024 ago. 16 ]
Vancouver
Costa OL do V, Raymundo CAB, Dufour F. Variational inequalities for the optimal stopping with continuous control of piecewise deterministic Markov processes. Proceedings. 1999 ;[citado 2024 ago. 16 ]

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