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Our goal is the provide a tour of recent progress towards rendering Kalman filters suitable for driving astronomical adaptive optics with increasing numbers of degrees of freedom and discuss the prospects to port them to the foreseen real-time architectures.

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Portuguese teacher placements' system is a centralized system managed by the Portuguese government, specifically by the Ministry of Education and Science. It is a system with some issues and, therefore, has been criticized by its stakeholders, mainly by teachers. This paper aims to do a systematic review and a meta-analysis of the Portuguese teacher placements' system. An objective is to understand and describe how similar system works in European Union countries. Another objective is to interview school specialists, in this particular case-teachers, to find solutions for teacher placements' system. Finally, from solutions from European Union countries and from solutions arising from schools' specialists, a set of requirements is identified that the teacher placements' system should take into account, in order to avoid the issues identified.

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We consider the problem faced by a wage-earner with an uncertain lifetime having to reach decisions concerning consumption and life-insurance purchase, while investing his savings in a financial market comprised of one risk-free security and an arbitrary number of risky securities whose prices are determined by diffusive linear stochastic differential equations. We assume that life-insurance is continuously available for the wage-earner to buy from a market composed of a fixed number of life insurance companies offering pairwise distinct life-insurance contracts. We characterize the optimal consumption, investment and life-insurance selection and purchase strategies for the wage-earner with an uncertain lifetime and whose goal is to maximize the expected utility obtained from his family consumption, from the size of the estate in the event of premature death, and from the size of the estate at the time of retirement. We use dynamic programming techniques to obtain an explicit solution in the case of discounted constant relative risk aversion (CRRA) utility functions.

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