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ORCIDMarcelo D. Fragoso
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2020 – today
- 2024
[j34]Saul C. Leite
, Marcelo D. Fragoso:
A numerical method for ergodic optimal control of switching diffusions with reflection. Eur. J. Control 77: 100989 (2024)- 2022
- [j33]André Marcorin de Oliveira, Oswaldo L. V. Costa, Marcelo D. Fragoso, Frederik Stadtmann:
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models. Int. J. Control 95(3): 716-728 (2022) - 2021
- [j32]C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso:
Fast Switching Detector-Based H2 Control of Markov Jump Linear Systems with Multiplicative Noises. SIAM J. Control. Optim. 59(6): 4243-4267 (2021) - [c54]Fortià V. Vergés, Marcelo D. Fragoso:
Best Linear Mean Square Filter for a New Class of Markovian Jump Linear Systems with Hidden Markov Parameter. CCTA 2021: 1214-1219 - [c53]Fortià V. Vergés, Marcelo D. Fragoso:
On a Non-detectable Riccati Differential Equations Arising from a Filtering Problems of Markov Jump Linear Systems. CDC 2021: 3936-3941 - [i1]Edilson F. Arruda, Rodrigo e Alvim Alexandre, Marcelo D. Fragoso, João Bosco Ribeiro do Val, Sinnu Susan Thomas:
A Novel Stochastic Epidemic Model with Application to COVID-19. CoRR abs/2102.08213 (2021) - 2020
- [c52]Saul C. Leite, Marcelo D. Fragoso:
Numerical Method for Ergodic Optimal Control Problems of Switching Stochastic Differential Equations with Reflection. CDC 2020: 61-66 - [c51]Fortià V. Vergés, Marcelo D. Fragoso:
Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain. CDC 2020: 4865-4870 - [c50]Fortia V. Verges, Marcelo D. Fragoso:
Optimal Linear Mean Square Filter for Markov Jump Linear Systems with Hidden Markov Chain and Partial Observations of the State. ECC 2020: 1395-1400
2010 – 2019
- 2019
- [j31]Edilson F. Arruda, Marcelo D. Fragoso, Fabrício Ourique:
A multi-cluster time aggregation approach for Markov chains. Autom. 99: 382-389 (2019) - [c49]Felipe O. dos Santos, Marcos G. Todorov, Marcelo D. Fragoso:
Mean Stability of a Class of Two-Time-Scale Markov Jump Linear Systems. CDC 2019: 4415-4420 - [c48]Dayana C. dos Santos, Marcos G. Todorov, Marcelo D. Fragoso:
Robustness Margins for Continuous-time Markov Jump Linear Systems with Uncertain Transition Rates. CDC 2019: 4421-4426 - [c47]Karen Guevara, Marcelo D. Fragoso:
Differential Games for Markov Jump Linear Systems with Fractional Brownian Perturbation. ICCA 2019: 97-102 - 2018
- [j30]Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo Luiz do Valle Costa:
Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations. Autom. 91: 159-172 (2018) - [c46]C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso:
Mean Square Stability and H2-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information. CDC 2018: 5604-5609 - 2017
- [j29]C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso:
H∞ control of continuous-time Markov jump linear systems with detector-based mode information. Int. J. Control 90(10): 2178-2196 (2017) - [c45]Edilson F. Arruda, Marcelo D. Fragoso, Fabrício Ourique:
Multi-partition time aggregation for Markov Chains. CDC 2017: 4922-4927 - [c44]Fortia V. Verges, Marcelo D. Fragoso:
Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems. CDC 2017: 5876-5881 - [c43]Karen Guevara, Marcelo D. Fragoso:
Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation. CDC 2017: 5906-5911 - 2016
- [j28]Marcos G. Todorov, Marcelo D. Fragoso:
A new look at the robust control of discrete-time Markov jump linear systems. Int. J. Control 89(3): 518-534 (2016) - [j27]Marcos G. Todorov, Marcelo D. Fragoso:
New methods for mode-independent robust control of Markov jump linear systems. Syst. Control. Lett. 90: 38-44 (2016) - [c42]C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso:
H∞ filtering for markovian jump linear systems with mode partial information. CDC 2016: 640-645 - [c41]Edilson F. Arruda, Marcelo D. Fragoso:
Discounted Markov decision processes via time aggregation. ECC 2016: 2578-2583 - 2015
- [j26]Edilson Fernandes de Arruda, Marcelo D. Fragoso:
Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm. Eur. J. Oper. Res. 240(3): 697-705 (2015) - [j25]Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos Garcia Todorov:
A Detector-Based Approach for the H2 Control of Markov Jump Linear Systems With Partial Information. IEEE Trans. Autom. Control. 60(5): 1219-1234 (2015) - [c40]Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo L. V. Costa:
A new approach for the H∞ control of Markov jump linear systems with partial information. CDC 2015: 3592-3597 - [c39]C. C. Graciani Rodrigues, Marcos G. Todorov, Marcelo D. Fragoso:
A Bounded Real Lemma for continuous-time linear systems with partial information on the Markovian jumping parameters. CDC 2015: 4226-4231 - 2014
- [j24]Raqueline Azevedo Medeiros Santos, Renato Portugal, Marcelo Dutra Fragoso:
Decoherence in quantum Markov chains. Quantum Inf. Process. 13(2): 559-572 (2014) - [c38]Saul de Castro Leite, Marcelo D. Fragoso:
On the control of power consumption in server farms via heavy traffic approximation. CDC 2014: 3683-3688 - [c37]Marcos G. Todorov, Marcelo D. Fragoso:
New methods for mode-independent robust control of Markov jump linear systems. CDC 2014: 4222-4227 - 2013
- [j23]Marcos G. Todorov, Marcelo D. Fragoso:
A new perspective on the robustness of Markov jump linear systems. Autom. 49(3): 735-747 (2013) - [c36]Marcos G. Todorov, Marcelo D. Fragoso:
New LMI methods to the robust control of discrete-time Markov jump linear systems. CDC 2013: 4674-4679 - 2012
- [c35]Edilson Fernandes de Arruda, Marcelo D. Fragoso:
A two-phase time aggregation algorithm for average cost Markov decision processes. ACC 2012: 1615-1620 - [c34]Marcos G. Todorov, Marcelo D. Fragoso:
New results on the robustness of discrete-time Markov jump linear systems. CDC 2012: 1331-1336 - 2011
- [j22]Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov:
On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain. Eur. J. Control 17(4): 339-354 (2011) - [j21]Edilson F. Arruda, Marcelo D. Fragoso, João Bosco Ribeiro do Val:
Approximate dynamic programming via direct search in the space of value function approximations. Eur. J. Oper. Res. 211(2): 343-351 (2011) - [j20]Edilson F. Arruda, Marcelo D. Fragoso:
Time aggregated Markov decision processes via standard dynamic programming. Oper. Res. Lett. 39(3): 193-197 (2011) - [j19]Marcos G. Todorov, Marcelo D. Fragoso:
On the Robust Stability, Stabilization, and Stability Radii of Continuous-Time Infinite Markov Jump Linear Systems. SIAM J. Control. Optim. 49(3): 1171-1196 (2011) - [j18]André da Motta Salles Barreto, Marcelo D. Fragoso:
Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization. SIAM J. Matrix Anal. Appl. 32(4): 1513-1523 (2011) - 2010
- [j17]Marcos G. Todorov, Marcelo D. Fragoso:
On the stability radii of continuous-time infinite Markov jump linear systems. Math. Control. Signals Syst. 22(1): 23-38 (2010) - [j16]Saul de Castro Leite, Marcelo D. Fragoso:
Heavy traffic analysis of state-dependent parallel queues with triggers and an application to web search systems. Perform. Evaluation 67(10): 913-928 (2010) - [j15]Marcelo D. Fragoso, Oswaldo L. V. Costa:
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters. IEEE Trans. Autom. Control. 55(12): 2692-2707 (2010) - [c33]Marcos G. Todorov, Marcelo D. Fragoso:
On the robust control of continuous-time Markov jump linear systems subject to block-diagonal uncertainty. ACC 2010: 4689-4694 - [c32]Marcos G. Todorov, Marcelo D. Fragoso:
On the state-feedback robust control of continuous-time infinite Markov jump linear systems. CDC 2010: 6499-6504 - [c31]Marcos G. Todorov, Marcelo D. Fragoso:
Output-feedback robust control of continuous-time infinite Markov jump linear systems. CDC 2010: 6505-6510
2000 – 2009
- 2009
- [c30]Edilson F. Arruda, Marcelo D. Fragoso:
Standard dynamic programming applied to time aggregated Markov decision processes. CDC 2009: 2576-2580 - [c29]Marcos G. Todorov, Marcelo D. Fragoso:
On the robust stability, stabilization, and stability radii of continuous-time Markov jump linear systems. CDC 2009: 3864-3869 - [c28]Marcos G. Todorov, Marcelo D. Fragoso:
Robust stability and stabilization of continuous-time infinite Markov jump linear systems. ECC 2009: 3227-3232 - [c27]Marcos G. Todorov, Marcelo D. Fragoso:
Robust stability and stabilization of discrete-time infinite Markov jump linear systems. ECC 2009: 3239-3244 - [c26]Saul C. Leite, Marcelo D. Fragoso:
An unified approach to signaling stochastic networks and their heavy traffic approximations. ECC 2009: 4780-4785 - 2008
- [j14]Jack Baczynski, Marcelo D. Fragoso:
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems. Math. Control. Signals Syst. 20(2): 157-172 (2008) - [j13]Marcos G. Todorov, Marcelo D. Fragoso:
Infinite Markov jump-bounded real lemma. Syst. Control. Lett. 57(1): 64-70 (2008) - [j12]Jack Baczynski, Marcelo D. Fragoso:
Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems. Syst. Control. Lett. 57(3): 246-254 (2008) - [j11]Marcos G. Todorov, Marcelo D. Fragoso:
Output Feedback Hinfinity Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods. SIAM J. Control. Optim. 47(2): 950-974 (2008) - [c25]Edilson F. Arruda, Marcelo D. Fragoso, João Bosco Ribeiro do Val:
An application of convex optimization concepts to approximate dynamic programming. ACC 2008: 4238-4243 - [c24]Marcos G. Todorov, Marcelo D. Fragoso:
On the stability radii of continuous-time Markov jump linear systems. ACC 2008: 4621-4626 - [c23]Marcos G. Todorov, Marcelo D. Fragoso:
Output feedback Hinfinity control of continuous-time infinite Markovian jump linear systems via LMI methods. CDC 2008: 907-912 - [c22]Saul de Castro Leite, Marcelo D. Fragoso:
Diffusion approximation of state dependent G-networks under heavy traffic. CDC 2008: 1495-1500 - [c21]Saul de Castro Leite, Marcelo D. Fragoso:
On the analysis of G-queues under heavy traffic. CDC 2008: 1501-1506 - [c20]Oswaldo L. V. Costa, Marcelo D. Fragoso:
Robust linear filtering for continuous-time hybrid Markov linear systems. CDC 2008: 5098-5103 - 2007
- [c19]Marcos G. Todorov, Marcelo D. Fragoso:
Infinite Markov Jump Bounded Real Lemma. ACC 2007: 317-322 - [c18]Marcos G. Todorov, Marcelo D. Fragoso:
Output feedback robust stabilization of continuous-time infinite Markov jump linear systems. CDC 2007: 3685-3690 - 2005
- [j10]Eduardo F. Costa, João Bosco Ribeiro do Val, Marcelo D. Fragoso:
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems. SIAM J. Control. Optim. 43(6): 2132-2156 (2005) - [j9]Marcelo D. Fragoso, Nei C. S. Rocha:
Stationary Filter For Continuous-Time Markovian Jump Linear Systems. SIAM J. Control. Optim. 44(3): 801-815 (2005) - [j8]Marcelo D. Fragoso, Oswaldo L. V. Costa:
A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances. SIAM J. Control. Optim. 44(4): 1165-1191 (2005) - [j7]Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski, Nei C. S. Rocha:
Optimal linear mean square filter for continuous-time jump linear systems. IEEE Trans. Autom. Control. 50(9): 1364-1369 (2005) - [c17]Telles T. Da Silva, Marcelo D. Fragoso:
Invariant measures for jump-type Fleming-Viot processes. ACC 2005: 2630-2633 - [c16]Jack Baczynski, Marcelo D. Fragoso:
A Note on Convergence in Maximal Solution Problems for Infinite Markov Jump Linear Systems. CDC/ECC 2005: 1735-1740 - [c15]Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso:
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems. CDC/ECC 2005: 6662-6667 - 2004
- [j6]Marcelo D. Fragoso:
Discussion on: "On the Continuous Time-Varying JLQ Problem". Eur. J. Control 10(3): 272-274 (2004) - [j5]Oswaldo L. V. Costa, Marcelo D. Fragoso:
Comments on "Stochastic stability of jump linear systems". IEEE Trans. Autom. Control. 49(8): 1414-1416 (2004) - [c14]Jack Baczynski, Marcelo D. Fragoso:
On existence of maximal solution for infinite dimensional perturbed algebraic Riccati equations associated to Markov jump linear systems. ACC 2004: 2511-2515 - [c13]Jack Bamynski, Marcelo D. Fragoso:
On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation. ACC 2004: 2540-2544 - [c12]Marcelo D. Fragoso, Nei C. S. Rocha:
Stationary filter for continuous-time Markovian jump linear systems. CDC 2004: 3702-3707 - [c11]Marcelo D. Fragoso, Telles T. Da Silva:
A note on jump-type Fleming-Viot processes. CDC 2004: 4146-4150 - 2003
- [c10]Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso:
Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems. CDC 2003: 5789-5794 - 2002
- [j4]Carlos E. de Souza, Marcelo D. Fragoso:
H ∞ filtering for Markovian jump linear systems. Int. J. Syst. Sci. 33(11): 909-915 (2002) - 2001
- [j3]Jack Baczynski, Marcelo D. Fragoso, Ernesto P. Lopes:
On a discrete-time linear jump stochastic dynamic game. Int. J. Syst. Sci. 32(8): 979-988 (2001) - [j2]Marcelo D. Fragoso, Jack Baczynski:
Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters. SIAM J. Control. Optim. 40(1): 270-297 (2001) - [c9]Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski:
The minimum linear mean square filter for a class of hybrid systems. ECC 2001: 319-323 - [c8]Marcelo D. Fragoso, Jack Baczynski:
Some aspects of stability in continuous time linear infinite Markov jump parameter systems. ECC 2001: 2088-2091 - [c7]Marcelo D. Fragoso, Jack Baczynski:
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control. ECC 2001: 2582-2586 - 2000
- [c6]Marcelo D. Fragoso, Oswaldo L. V. Costa:
Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jump parameters. ACC 2000: 4299-4303 - [c5]Marcelo D. Fragoso, Eulina C. S. Nascimento, Jack Baczynski:
H∞ control for continuous-time linear systems with infinite Markov jump parameters via semigroup. CDC 2000: 1160-1165 - [c4]D. Leao, João Bosco Ribeiro do Val, Marcelo D. Fragoso:
Nonstationary zero sum stochastic games with incomplete observation. CDC 2000: 2278-2283 - [c3]Marcelo D. Fragoso, Jack Baczynski:
Lyapunov coupled equations for infinite jump linear systems. CDC 2000: 2349-2354 - [c2]Marcelo D. Fragoso, Oswaldo L. V. Costa:
A unified approach for mean square stability of continuous-time Markovian jumping linear systems with additive disturbances. CDC 2000: 2361-2366 - [c1]Marinho Gomes Andrade, Marcelo D. Fragoso, Adriano A. F. M. Carneiro:
A stochastic approach to the flood control problem. CDC 2000: 4723-4728
1990 – 1999
- 1995
- [j1]Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso:
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems. IEEE Trans. Autom. Control. 40(12): 2076-2088 (1995)
Coauthor Index
Edilson Fernandes de Arruda
aka: Edilson F. Arruda
aka: Edilson F. Arruda
Oswaldo L. V. Costa
aka: Oswaldo Luiz do Valle Costa
aka: Oswaldo Luiz do Valle Costa
Marcos G. Todorov
aka: Marcos Garcia Todorov
aka: Marcos Garcia Todorov
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