Optimal stopping models in a stochastic and fuzzy environment

Information Sciences

Volumn 142, Issue 1-4, 2002, Pages 89-101

  Yoshida, Yuji ^a  

^a UNIVERSITY OF KITAKYUSHU   (Japan)

Author keywords

optimal stopping times; Fuzzy random variables; Fuzzy stochastic systems; Fuzzy stopping times

Indexed keywords

FUNCTIONS; MAPPING; MATHEMATICAL MODELS; RANDOM PROCESSES; THEOREM PROVING;

FUZZY ENVIRONMENT;

FUZZY CONTROL;

EID: 0036570806     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0020-0255(02)00159-7     Document Type: Conference Paper

References (18)

1. Fuzzy random variables
2. Fuzzy conditional expectation
3. Convergence theorem for fuzzy martingales
4. The best choice problem for a random number of objects
5. Markov chains with a transition possibility measure and fuzzy dynamic programming
6. An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards
7. Duality in dynamic fuzzy systems
8. An approach to stopping problems of a dynamic fuzzy system
9. Fuzzy stopping a system with randomness and fuzziness
10. Optimal stopping problems in a stochastic and fuzzy system
11. Fuzzy sets
12. The theory of fuzzy stochastic processes
13. A limit theorem in some dynamic fuzzy systems
14. Ranking and defuzzification methods based on area compensation