English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We study finite horizon optimal switching problems for hidden Markov chainmodels under partially observable Poisson processes. The controller possesses afinite range of strategies and attempts to track the state of the unobservedstate variable using Bayesian updates over the discrete observations. Such amodel has applications in economic policy making, staffing under variabledemand levels and generalized Poisson disorder problems. We show regularity ofthe value function and explicitly characterize an optimal strategy. We alsoprovide an efficient numerical scheme and illustrate our results with severalcomputational examples.

Sequential Tracking of a Hidden Markov Chain Using Point Process Observations