| |
| 2008 | ||
|---|---|---|
| 2 | EE | Oswaldo L. V. Costa, Michael V. Araujo: A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Automatica 44(10): 2487-2497 (2008) |
| 2007 | ||
| 1 | EE | Oswaldo L. V. Costa, Wanderlei L. de Paulo: Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Automatica 43(4): 587-597 (2007) |
| 1 | Michael V. Araujo | [2] |
| 2 | Wanderlei L. de Paulo | [1] |