Optimal stopping models in a stochastic and fuzzy environment (Q1857058)

This paper deals with randomness and fuzziness as different types of uncertainty: randomness means the uncertainty whether something exists or not, on the other hand, fuzziness means the lack of sharpness regarding its value or place when we know its existence. This paper discusses optimal stopping models in a system with randomness and fuzziness as one of the control problems. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. The optimal fuzzy stopping times and \(\varepsilon\)-optimal fuzzy stopping times are given under the regularity assumption for stopping rules.