Raino A. E. Mäkinen
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View article: Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization
Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization Open
A multiperiod portfolio optimization is described with Monte Carlo sampled risky asset paths under realistic constraints on the investment policies. The proposed approach can be used with various asset and risk models. It is flexible as it…
View article: The parameter identification in the Stokes system with threshold slip boundary conditions
The parameter identification in the Stokes system with threshold slip boundary conditions Open
The paper is devoted to an identification of the slip bound function g in the Stokes system with threshold slip boundary conditions assuming that g depends on the tangential velocity . To this end the optimal control approach is used. To r…
View article: On optimal control of free boundary problems of obstacle type
On optimal control of free boundary problems of obstacle type Open
A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed domai…
View article: Shape optimization for Stokes problem with threshold slip boundary conditions
Shape optimization for Stokes problem with threshold slip boundary conditions Open
This paper deals with shape optimization of systems governed by the Stokes flow with threshold slip boundary conditions. The stability of solutions to the state problem with respect to a class of domains is studied. For computational purpo…