Marcelo D. Fragoso

发表

On a discrete-time linear jump stochastic dynamic game

Marcelo D. Fragoso, Jack Baczynski, Ernesto P. Lopes, 2001, Int. J. Syst. Sci..

Mean Square Stability and $H_{2}$-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information

Marcelo D. Fragoso, Marcos G. Todorov, C. C. Graciani Rodrigues, 2018, 2018 IEEE Conference on Decision and Control (CDC).

Robust stability and stabilization of continuous-time infinite Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2009, 2009 European Control Conference (ECC).

New results on the robustness of discrete-time Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

A new approach for the H∞ control of Markov jump linear systems with partial information

Marcelo D. Fragoso, Marcos G. Todorov, Oswaldo Luiz V. Costa, 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

Stationary filter for continuous-time Markovian jump linear systems

Marcelo D. Fragoso, Nei C. S. Rocha, M. Fragoso, 2005, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

Approximate dynamic programming via direct search in the space of value function approximations

Marcelo D. Fragoso, Edilson Fernandes de Arruda, João Bosco Ribeiro do Val, 2011, Eur. J. Oper. Res..

Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation

Marcelo D. Fragoso, Karen Guevara, 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

On the control of power consumption in server farms via heavy traffic approximation

Marcelo D. Fragoso, Saul de Castro Leite, 2014, 53rd IEEE Conference on Decision and Control.

A stochastic approach to the flood control problem

Marcelo D. Fragoso, Marinho G. Andrade, Adriano Alber de França Mendes Carneiro, 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

A two-phase time aggregation algorithm for average cost Markov decision processes

Marcelo D. Fragoso, Edilson Fernandes de Arruda, M. Fragoso, 2012, 2012 American Control Conference (ACC).

On the analysis of G-queues under heavy traffic

Marcelo D. Fragoso, Saul de Castro Leite, M. Fragoso, 2008, 2008 47th IEEE Conference on Decision and Control.

On the stability radii of continuous-time infinite Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, M. Fragoso, 2010, Math. Control. Signals Syst..

Infinite Markov Jump Bounded Real Lemma

Marcelo D. Fragoso, Marcos G. Todorov, 2007, 2007 American Control Conference.

Multi-partition time aggregation for Markov Chains

Marcelo D. Fragoso, Edilson Fernandes de Arruda, Fabrício Ourique, 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

Optimal linear mean square filter for continuous-time jump linear systems

Marcelo D. Fragoso, Jack Baczynski, Oswaldo Luiz V. Costa, 2005, IEEE Transactions on Automatic Control.

On the robust stability, stabilization, and stability radii of continuous-time Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

H∞ control of continuous-time Markov jump linear systems with detector-based mode information†

Marcelo D. Fragoso, Marcos G. Todorov, C. C. Graciani Rodrigues, 2017, Int. J. Control.

Robustness Margins for Continuous-time Markov Jump Linear Systems with Uncertain Transition Rates

Marcelo D. Fragoso, Marcos G. Todorov, Dayana C. dos Santos, 2019, 2019 IEEE 58th Conference on Decision and Control (CDC).

Time aggregated Markov decision processes via standard dynamic programming

Marcelo D. Fragoso, Edilson Fernandes de Arruda, 2011, Oper. Res. Lett..

New methods for mode-independent robust control of Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2014, CDC.

Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems

Marcelo D. Fragoso, Jack Baczynski, M. Fragoso, 2008, Syst. Control. Lett..

Heavy traffic analysis of state-dependent parallel queues with triggers and an application to web search systems

Marcelo D. Fragoso, Saul de Castro Leite, 2010, Perform. Evaluation.

The Markovian Jump Contour Tracker

Marcelo D. Fragoso, Nicolas D. Georganas, Jauvane C. de Oliveira, 2008 .

On the state-feedback robust control of continuous-time infinite Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2010, 49th IEEE Conference on Decision and Control (CDC).

Standard dynamic programming applied to time aggregated Markov decision processes

Marcelo D. Fragoso, Edilson Fernandes de Arruda, M. Fragoso, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

A multi-cluster time aggregation approach for Markov chains

Marcelo D. Fragoso, Edilson Fernandes de Arruda, Fabrício Ourique, 2019, Autom..

A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances

Marcelo D. Fragoso, Oswaldo Luiz V. Costa, M. Fragoso, 2005, SIAM J. Control. Optim..

Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems

Marcelo D. Fragoso, Jack Baczynski, M. Fragoso, 2008, Math. Control. Signals Syst..

An unified approach to signaling stochastic networks and their heavy traffic approximations

Marcelo D. Fragoso, Saul de Castro Leite, 2009, 2009 European Control Conference (ECC).

Output-feedback robust control of continuous-time infinite Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2010, 49th IEEE Conference on Decision and Control (CDC).

Robust linear filtering for continuous-time hybrid Markov linear systems

Marcelo D. Fragoso, Oswaldo Luiz V. Costa, 2008, 2008 47th IEEE Conference on Decision and Control.

H∞ filtering for markovian jump linear systems with mode partial information

Marcelo D. Fragoso, Marcos G. Todorov, C. C. Graciani Rodrigues, 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

New LMI methods to the robust control of discrete-time Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2013, 52nd IEEE Conference on Decision and Control.

Output feedback H∞ control of continuous-time infinite Markovian jump linear systems via LMI methods

Marcelo D. Fragoso, Marcos G. Todorov, 2007, 2007 European Control Conference (ECC).

Discussion on: "On the Continuous Time-Varying JLQ Problem"

Marcelo D. Fragoso, M. Fragoso, 2004, Eur. J. Control.

Output feedback robust stabilization of continuous-time infinite Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, 2007, 2007 46th IEEE Conference on Decision and Control.

Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations

Marcelo D. Fragoso, Marcos G. Todorov, Oswaldo Luiz do Valle Costa, 2018, Autom..

Design Techniques and Examples

Marcelo D. Fragoso, Ricardo Paulino Marques, Oswaldo Luiz Valle do Costa, 2005 .

Some Numerical Examples

Marcelo D. Fragoso, Marcos G. Todorov, Oswaldo Luiz do Valle Costa, 2013 .

On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems

Marcelo D. Fragoso, Marcos G. Todorov, M. Fragoso, 2011, SIAM J. Control. Optim..

Discounted Markov decision processes via time aggregation

Marcelo D. Fragoso, Edilson Fernandes de Arruda, M. Fragoso, 2016, 2016 European Control Conference (ECC).

Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters

Marcelo D. Fragoso, Jack Baczynski, M. Fragoso, 2001, SIAM J. Control. Optim..

Robust stability and stabilization of discrete-time infinite Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, M. Fragoso, 2009, 2009 European Control Conference (ECC).

Output feedback Hinfinity control of continuous-time infinite Markovian jump linear systems via LMI methods

Marcelo D. Fragoso, Marcos G. Todorov, 2008, CDC.

Comments on "Stochastic stability of jump linear systems"

Marcelo D. Fragoso, Oswaldo Luiz V. Costa, M. Fragoso, 2004, IEEE Trans. Autom. Control..

A new perspective on the robustness of Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, M. Fragoso, 2013, Autom..

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

Marcelo D. Fragoso, Marcos G. Todorov, Oswaldo Luiz V. Costa, 2011, Eur. J. Control.

H ∞ filtering for Markovian jump linear systems

Marcelo D. Fragoso, Carlos E. de Souza, M. Fragoso, 2002, Int. J. Syst. Sci..

New methods for mode-independent robust control of Markov jump linear systems

Marcelo D. Fragoso, Marcos G. Todorov, M. Fragoso, 2014, 53rd IEEE Conference on Decision and Control.

A new look at the robust control of discrete-time Markov jump linear systems*

Marcelo D. Fragoso, Marcos G. Todorov, M. Fragoso, 2016, Int. J. Control.

Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems

Marcelo D. Fragoso, Fortia V. Verges, 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

A Bounded Real Lemma for continuous-time linear systems with partial information on the Markovian jumping parameters

Marcelo D. Fragoso, Marcos G. Todorov, C. C. Graciani Rodrigues, 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

Mean Stability of a Class of Two-Time-Scale Markov Jump Linear Systems

Marcelo D. Fragoso, Marcos G. Todorov, Felipe O. dos Santos, 2019, 2019 IEEE 58th Conference on Decision and Control (CDC).

Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm

Marcelo D. Fragoso, Edilson Fernandes de Arruda, M. Fragoso, 2015, Eur. J. Oper. Res..

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

Marcelo D. Fragoso, Oswaldo Luiz V. Costa, M. Fragoso, 2010, IEEE Transactions on Automatic Control.

Infinite Markov Jump Bounded Real Lemma

Marcelo D. Fragoso, Marcos G. Todorov, 2007, ACC.

A Detector-Based Approach for the $H_{2} $ Control of Markov Jump Linear Systems With Partial Information

Marcelo D. Fragoso, Marcos G. Todorov, Oswaldo Luiz do Valle Costa, 2015, IEEE Transactions on Automatic Control.

A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems

Marcelo D. Fragoso, Eduardo F. Costa, João Bosco Ribeiro do Val, 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

Diffusion approximation of state dependent G-networks under heavy traffic

Marcelo D. Fragoso, Saul de Castro Leite, 2008, 2008 47th IEEE Conference on Decision and Control.

A Novel Stochastic Epidemic Model with Application to COVID-19 pdf

Marcelo D. Fragoso, Edilson F. Arruda, Rodrigo e Alvim Alexandre, 2021, ArXiv.

Best Linear Mean Square Filter for a New Class of Markovian Jump Linear Systems with Hidden Markov Parameter.

Marcelo D. Fragoso, Fortià V. Vergés, 2021, 2021 IEEE Conference on Control Technology and Applications (CCTA).

Fast Switching Detector-Based H2 Control of Markov Jump Linear Systems with Multiplicative Noises

Marcelo D. Fragoso, Marcos G. Todorov, C. C. Graciani Rodrigues, 2021, SIAM J. Control. Optim..

REGULAR CONDITIONAL PROBABILITY, DISINTEGRATION OF PROBABILITY AND RADON SPACES

Marcelo D. Fragoso, Paulo R. Ruffino, M. Fragoso, 2004 .

A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters

Marcelo D. Fragoso, M. Fragoso, 1990 .

A New Approach for the H2 control of Markov Jump Linear Systems with Partial Information

Marcelo D. Fragoso, Marcos G. Todorov, Oswaldo Luiz do Valle Costa, 2014 .

Lumping the States of a Finite Markov Chain Through Stochastic Factorization

Marcelo D. Fragoso, Andre Barreto, 2011 .

The minimum linear mean square filter for a class of hybrid systems

Marcelo D. Fragoso, Jack Baczynski, O. L. V. Costa, 2001, 2001 European Control Conference (ECC).

On a discrete-time linear jump stochastic dynamic game

Marcelo D. Fragoso, Jack Baczynski, Ernesto P. Lopes, 2001 .

A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems

Marcelo D. Fragoso, Eduardo F. Costa, J.B.R. do Val, 2005, CDC 2005.

A separation principle for the H2-control of continuous-time infinite Markov jump linear systems with partial observations

Marcelo D. Fragoso, Oswaldo Luiz do Valle Costa, 2007 .

Lyapunov coupled equations for continuous-time infinite Markov jump linear systems

Marcelo D. Fragoso, Jack Baczynski, M. Fragoso, 2002 .

H ∞ filtering for Markovian jump linear systems

Marcelo D. Fragoso, C. E. de Souza, 1996 .

A separation principle for the H2-control of continuous-time infinite markov jump linear systems with partial observations

Marcelo D. Fragoso, Oswaldo L. V. Costa, 2007, 2007 European Control Conference (ECC).

Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems

Marcelo D. Fragoso, Jack Baczynski, M. Fragoso, 2002 .

A stochastic approach to the flood control problem

Marcelo D. Fragoso, Marinho G. Andrade, Adriano Alber de França Mendes Carneiro, 2001 .