Oswaldo Luiz do Valle Costa

IEEE Transactions on Automatic Control · 2000–2013

A researcher in the Science corpus: 7 papers; trusts 3 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Whom Oswaldo Luiz do Valle Costa trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Duan Li
  2. Xun Yu Zhou
  3. George Yin
  4. Berç Rustem

Who trusts Oswaldo Luiz do Valle Costa overall

  1. Andrew T. Foerster
  2. Yang Shi
  3. Emily B. Fox
  4. Juan F. Rubio-Ramirez
  5. Bo Yu
  6. Shushang Zhu
  7. Daniel F. Waggoner
  8. Michael Viriato Araujo
  9. Tao Zha
  10. Erik B. Sudderth

Papers from Oswaldo Luiz do Valle Costa's perspective

Ordered by how strongly the researchers Oswaldo Luiz do Valle Costa trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  2. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  3. Portfolio Selection
  4. Robust min}max portfolio strategies for rival forecast and risk scenarios
  5. Discrete-Time Markov Jump Linear Systems (IEEE Transactions on Automatic Control)
  6. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
  7. Controlled Markov processes and viscosity solutions
  8. Continuous-time mean-variance efficiency: the 80% rule
  9. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  10. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

Their papers