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A multi-period mean-variance formulation of tracking error for portfolio selecti...
Dynamic mean-variance portfolio selection with Markov regime switching
A móbile platform for autonomy studies
Principal component analysis over the implied volatility dynamic and its correlation...
Nonlinear control applied to control loops with high friction valves
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...
Fuzzy logic applied in the determination of the parameters of work of industrial...
4DOF Quadcopter: development, modeling and control
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