Optimization of consumption with partial observation-Jensen inequality method
Applicationes Mathematicae (2004)
- Volume: 31, Issue: 4, page 417-422
- ISSN: 1233-7234
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topGrzegorz Hałaj. "Optimization of consumption with partial observation-Jensen inequality method." Applicationes Mathematicae 31.4 (2004): 417-422. <http://eudml.org/doc/278985>.
@article{GrzegorzHałaj2004,
abstract = {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.},
author = {Grzegorz Hałaj},
journal = {Applicationes Mathematicae},
keywords = {optimal consumption with partial observation; Jensen inequality; Pontryagin maximum principle},
language = {eng},
number = {4},
pages = {417-422},
title = {Optimization of consumption with partial observation-Jensen inequality method},
url = {http://eudml.org/doc/278985},
volume = {31},
year = {2004},
}
TY - JOUR
AU - Grzegorz Hałaj
TI - Optimization of consumption with partial observation-Jensen inequality method
JO - Applicationes Mathematicae
PY - 2004
VL - 31
IS - 4
SP - 417
EP - 422
AB - 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.
LA - eng
KW - optimal consumption with partial observation; Jensen inequality; Pontryagin maximum principle
UR - http://eudml.org/doc/278985
ER -
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