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Publications associées (5)

Asset Pricing and Monetary Policy

Classical theory asserts that the formation of prices is the result of aggregated decisions ofeconomics agent such as households or corporation. However central banks are very importantagents that have often been neglected in asset pricing models. Central ...

EPFL2022

Spatio-temporal modeling of the crowding conditions and metabolic variability in microbial communities

Vassily Hatzimanikatis, Liliana Angeles Martinez

The metabolic capabilities of the species and the local environment shape the microbial interactions in a community either through the exchange of metabolic products or the competition for the resources. Cells are often arranged in close proximity to each ...

PUBLIC LIBRARY SCIENCE2021

Estimation in the presence of multiple sources of uncertainties with applications

Ali H. Sayed

We develop an estimation technique for problems that involve multiple sources of uncertainties or errors in the data. The method allows the designer to explicitly incorporate into the problem formulation bounds on the sizes of the uncertainties; thus leadi ...

1998

Estimation and control with bounded data uncertainties

Ali H. Sayed

The paper describes estimation and control strategies for models with bounded data uncertainties. We shall refer to them as BDU estimation and BDU control methods, for brevity. They are based on constrained game-type formulations that allow the designer to ...

North-Holland1998

Exponentially weighted iterative solutions for worst-case parameter estimation

Ali H. Sayed

This paper proposes an iterative scheme for worst-case parameter estimation in the presence of bounded model uncertainties. The algortihm distinguished itself from other estmation schemes, such as errors-in-variables and Hoo methors, in that it leads to le ...

1997

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