M-ary detection of Markov-modulated Poisson processes in inventory models

摘要

In this paper M-ary detection filters for discrete-time inventory models are derived. The models considered consist of a discrete-time Poisson process modeling hidden defective items in an inventory and a discrete-time Markov chain modeling the fluctuation of, for instance, the market. These processes are observed through discrete-time Poisson processes modeling the demand and the number of defective items returned to the inventory.