Estimating the demand parameters for single period problem, Markov-modulated Poisson demand, large lot size, and unobserved lost sales A. V. Kitaeva, K. Livshits, E. Ulyanova
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ArticleContent type: Текст Media type: электронный Subject(s): марковски модулированный пуассоновский процесс | асимптотическое распределение | оценка параметровGenre/Form: статьи в журналах Online resources: Click here to access online
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IFAC-PapersOnLine Vol. 51, № 11. P. 882-887Abstract: We consider a single-period single-item problem when the demand is a Markov-modulated Poisson process with hidden states, unknown intensities and continuous batch size distribution. The number of customers and lot size are assumed to be large enough. The estimators of demand mean and standard deviation for unobservable lost sales in the steady state are considered. The procedures are based on two censored samples: observed selling durations and the demands over the period. Numerical results are given.
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We consider a single-period single-item problem when the demand is a Markov-modulated Poisson process with hidden states, unknown intensities and continuous batch size distribution. The number of customers and lot size are assumed to be large enough. The estimators of demand mean and standard deviation for unobservable lost sales in the steady state are considered. The procedures are based on two censored samples: observed selling durations and the demands over the period. Numerical results are given.
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