Prof. Dr. Oswaldo Luiz do Valle Costa

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.

Oswaldo Luiz do Valle Costa é Professor Titular da Universidade de São Paulo. Foi chefe do Departamento de Engenharia de Telecomunições e Controle da Escola Politécnica da USP de 09/2013 a 09/2017. Possui graduação e mestrado em Engenharia Elétrica pela Pontifícia Universidade Católica do Rio de Janeiro (concluídos em 1981 e 1983 respectivamente) e doutorado em Engenharia Elétrica - University of London (1987). Atuou e atua como editor associado dos periódicos International Journal of System Sciences (2003/2017), Automatica (2011/2020), IEEE Control Systems Letters (2017/2020) e SIAM Journal on Control and Optimization (desde 01/2019). Foi Editor-Chefe da Revista SBA Controle & Automação (1996-2000), revista científica da Sociedade Brasileira de Automática (SBA). Foi membro do comitê assessor da CAPES (2000-2005) e do comitê assessor de Engenharia Elétrica e Biomédica do CNPq no período de 10/2006 a 09/2009, sendo o coordenador de 01/2008 a 12/2008. É Membro Titular da Academia Nacional de Engenharia (ANE) desde 2017 e da Academia Brasileira de Ciências (ABC) desde 01/2021. Tem atuado principalmente nos seguintes temas: controle estocastico, cadeias de markov, filtragem, controle ótimo, carteiras de investimento, controle de sistemas com dinâmica sujeita a saltos Markovianos. Possui diversos artigos publicados em periódicos e eventos e é co-autor de 3 livros internacionais publicados pela Springer.