Fuzzy stopping problems in continuous-time fuzzy stochastic systems (Q1413859): Difference between revisions
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Revision as of 04:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fuzzy stopping problems in continuous-time fuzzy stochastic systems |
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Fuzzy stopping problems in continuous-time fuzzy stochastic systems (English)
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17 November 2003
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This paper extends the definition of fuzzy stopping times to the continuous-time case, and presents a fuzzy stopping model in continuous-time ``fuzzy stochastic systems'' which is constructed from fuzzy random variables. Optimal fuzzy stopping times are given under regularity assumptions for the stopping rules. The optimal fuzzy reward is characterized as a unique solution of an optimality equation. For illustration of the results, an example in the Markov case is discussed.
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fuzzy stopping
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continuous-time stopping model
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optimal stopping time
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