We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see ...

The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with ...

The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with ...

Calculations of local influence curvatures and leverage have been well developed when the parameters are unrestricted. In this article, we discuss the assessment of local influence and leverage under linear equality parameter ...

This paper presents a predictive control algorithm for non-linear systems based on successive linearizations of the non-linear dynamic around a given trajectory. A linear time varying model is obtained and the non-convex ...