Oswaldo Luiz do Valle Costa is Full Professor at the University of São Paulo. He was head of the Department of Telecommunication and Control Engineering of the Polytechnic School of USP from 23/September/2013 until 22/September/2017. He holds degrees in Electrical Engineering from the Pontifical Catholic University of Rio de Janeiro (1981), MS in Electrical Engineering from the Pontifical Catholic University of Rio de Janeiro (1983) and Ph.D. in Electrical Engineering - University of London (1987). He was associate editor of the journals Automatica (2011/2020), International Journal of System Sciences (2003/2017), IEEE Control Systems Letters (2017/2020), and presently is Associate Editor of SIAM Journal on Control and Optimization (since 01/2019). He was editor-in-Chief of the Journal SBA Control & Automation (1996-2000), the journal of the Brazilian Society for Automatic (SBA). He was a member of the advisory committee of the CAPES (2000-2005) and the advisory committee of Electrical and Biomedical Engineering of CNPq for the period 10/2006 to 09/2009, being the coordinator from 01/2008 until 12/2008. He is full member of the National Academy of Engineering (ANE) since 2017 and the Brazilian Academy of Sciences (ABC) since 01/2021. He has been working on the following topics: stochastic control, Markov chains, filtering, optimal control, investment portfolios, control of systems subject to Markovian jumps. He has authored numerous articles in journals and events, and is co-author of three international books published by Springer. (Source: Lattes Curriculum)
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The FAPESP - Shell Research Centre for Greenhouse Gas Innovation aims to be a world-class Centre for advanced studies with a focus on innovation towards sustainability and mitigation of greenhouse gas emissions. The Centre complements Fapesp's experiences in supporting high-level scientific research and technology development towards these fields. It aims to establish a world-class Centre…
This proposal aims the creation of a National Institute of Science and Technology to deal with cooperative autonomous systems (INCT- SAC). Motivated by Brazil’s large territory and population size, wide-ranging geographic features, and economic and social issues, we intend to solve problems related to security and environment. This INCT will address some of these challenges by proposing n…
The FAPESP - BG BRASIL RESEARCH CENTRE FOR GAS INNOVATION (FAPESP-BG/CEPID) aims to build up a new world class Centre for Advanced Natural Gas Studies, which will focus on the sustainable uses of natural gas in the coming years. The Centre complements Fapesp's experiences in supporting high-level scientific research and technology development in energy fields. It aims to establish a world…
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We propose to conduct an analysis on existing financial strategies for market-making, as well as the potential use of Reinforcement Learning (RL) techniques for maximizing the expected return of such strategies. Recent literary advances that use the approach of RL methods for the optimization of financial agents focus on the search for policies that maximize daily return and minimize the …
The purpose of this research plan for the Post-Doctorate Fellowship with the National Institute of Science and Technology for Cooperative Autonomous Systems Applied to Security and Environment is to further develop the theory of control systems of Markov jump linear systems with partial observation of the Markov chain, by deriving new conditions for the design of dynamic controllers and …
This research plan concerns the analysis of methods for obtaining parameters which governs the dynamics of stochastic systems. Specifically, we aim to study the Markov jump linear systems with partial observation of the Markov mode in order to estimate the state and the mode itself through information of filters and detectors. In addition, the behaviour and performance of estimated mode d…
This Project aims to study the concepts involved in the formulation of a problem of a stochastic problem, its possible applications on solving daily problems and the importance of obtaining stochastic solutions. Due to numerous uses of optimization methods through stochastic control, this project is going to analyze the case of asset and liability management of a pension fund. The techniq…
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This document presents a research project to be performed by the PhD applicant André Marcorin de Oliveira from the University of São Paulo - USP, Brazil, under the supervision of Prof. Dr. Jamal Daafouz (Université de Lorraine - France) and Prof. Dr. Oswaldo Luiz do Valle Costa (University of São Paulo - Brazil). The proposed research activities will take place at the Université de Lorrai…
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| 19 / 10 | Completed research grants |
| 1 / 1 | Ongoing scholarships in Brazil |
| 9 / 4 | Completed scholarships in Brazil |
| 1 / 1 | Completed scholarships abroad |
| 31 / 17 | All research grants and scholarships |
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