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Costa, Oswaldo Luiz do Valle

  
 
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Dynamic mean-variance portfolio selection with Markov regime switching
Principal component analysis over the implied volatility dynamic and its correlation...
Algorithms for the solution of robust quadratic optimal control problems with re...
A mean-field approach for the optimal control of discrete-time linear systems with...
Linear systems with Markov jumps and multiplicative noises: the constrained total...
Kalman type filter and robust filter to linear filter to linear systems subject to...
A neural network approach for Back Litterman model investor views
Atrial fibrillation automatic detection through Markov models
Formation static output control of linear multi-agent systems with hidden Markov...
Cooperative multi-robot simultaneous localization and mapping
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