This textbook offers a compact, yet formal, synthesis of the broad field of consumption theory. Written in a coherent and accessible way, this book introduces graduate and postgraduate students to dynamic optimization applied to consumption under certainty and uncertainty, in discrete and...

Aim/purpose - In this paper, a market volatility-robust portfolio composition framework under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an...

This article presents a non-conventional design approach of high order passive filters incorporated with distributed energy grid integration systems based on particle swarm optimization (PSO) as one of multi-objective evolutionary search algorithms. Two topologies of passive grid filters (third...

This article presents a non-conventional design approach of high order passive filters incorporated with distributed energy grid integration systems based on particle swarm optimization (PSO) as one of multi-objective evolutionary search algorithms. Two topologies of passive grid filters (third...