A note on stochastic stability for linear systems with jumping parameters (1992)
- Autores:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
- Idioma: Inglês
- Imprenta:
- Editora: Laboratorio Nacional de Computacao Cientifica
- Local: Rio de Janeiro
- Data de publicação: 1992
-
ABNT
FRAGOSO, M D e COSTA, Oswaldo Luiz do Valle. A note on stochastic stability for linear systems with jumping parameters. . Rio de Janeiro: Laboratorio Nacional de Computacao Cientifica. . Acesso em: 17 mar. 2026. , 1992 -
APA
Fragoso, M. D., & Costa, O. L. do V. (1992). A note on stochastic stability for linear systems with jumping parameters. Rio de Janeiro: Laboratorio Nacional de Computacao Cientifica. -
NLM
Fragoso MD, Costa OL do V. A note on stochastic stability for linear systems with jumping parameters. 1992 ;[citado 2026 mar. 17 ] -
Vancouver
Fragoso MD, Costa OL do V. A note on stochastic stability for linear systems with jumping parameters. 1992 ;[citado 2026 mar. 17 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
- Impulse control of piecewise deterministic systems
- 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
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
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