Optimization of consumption with partial observation-Jensen inequality method
Grzegorz Hałaj
Applicationes Mathematicae, Tome 31 (2004), p. 417-422 / Harvested from The Polish Digital Mathematics Library
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A solution to a model of optimal consumption with partial observation considered in [LOS] is presented. The approach is based on the Jensen inequality and does not require application of the filtering equation.

Publié le : 2004-01-01
EUDML-ID : urn:eudml:doc:278985 
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     title = {Optimization of consumption with partial observation-Jensen inequality method},
     journal = {Applicationes Mathematicae},
     volume = {31},
     year = {2004},
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Grzegorz Hałaj. Optimization of consumption with partial observation-Jensen inequality method. Applicationes Mathematicae, Tome 31 (2004) pp. 417-422. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am31-4-3/