Finite Horizon Decision Timing with Partially Observable Poisson Processes
نویسندگان
چکیده
منابع مشابه
Finite Horizon Decision Timing with Partially Observable Poisson Processes
We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable Markovian environment, and information about the environment is collected through a (compound) Poisson observation process. Examples of such systems arise in in...
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2012
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326349.2012.672143