Optimization of consumption with partial observation–-Jensen inequality method (Q4829428)
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scientific article; zbMATH DE number 2120127
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| English | Optimization of consumption with partial observation–-Jensen inequality method |
scientific article; zbMATH DE number 2120127 |
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Optimization of consumption with partial observation–-Jensen inequality method (English)
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29 November 2004
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optimal consumption with partial observation
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Jensen inequality
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Pontryagin maximum principle
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0.8001280426979065
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0.7852319478988647
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0.7718973755836487
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0.7675820589065552
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