Geodesic
Optimization of consumption with partial observation—Jensen inequality method
Grzegorz Hałaj1
1 Naukowa 9/14 02-469 Warszawa, Poland
Applicationes Mathematicae, Tome 31 (2004) no. 4, pp. 417-422.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/am31-4-3
Keywords: solution model optimal consumption partial observation considered los presented approach based jensen inequality does require application filtering equation

Grzegorz Hałaj 1

1 Naukowa 9/14 02-469 Warszawa, Poland 
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Grzegorz Hałaj. Optimization of consumption with partial
 observation—Jensen inequality method. Applicationes Mathematicae, Tome 31 (2004) no. 4, pp. 417-422. doi : 10.4064/am31-4-3. http://geodesic.mathdoc.fr/articles/10.4064/am31-4-3/

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