A fuzzy stopping problem with the concept

DOI10.1007/S10700-004-4204-2MaRDI QIDQ1771140zbMATH OpenOpenAlexFDO

Authors Xianqiang Yang, Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida

Publication date 7 April 2005

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10700-004-4204-2

zbMATH Keywords

fuzzy perceptive stopping problemfuzzy random variableoptimal stopping time

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Review text

The authors consider a perceptive analysis [see \textit{S. B. Boswell} and \textit{M. S. Taylor}, Fuzzy Sets Syst. 24, 331--344 (1987; Zbl 0629.60006); and \textit{L. A. Zadeh}, J. Stat. Plann. Inference 105, 233--264 (2002; Zbl 1010.62005)] of the optimal stopping problem. They discuss the fuzzy perception value of the expectation of the optimal stopped reward and find a new recursive equation for characterization and calculation. For illustration an example is presented (optimal fuzzy perception value for the perception stopping problem described by triangular fuzzy numbers).

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Cites work

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Cited in

(6)

• An approach to stopping problems of a dynamic fuzzy system
• Fuzzy optimality relation for perceptive MDPs-the average case
• A note on Yoshida's optimal stopping model for option pricing
• A fuzzy perceptive value for multi-variate stopping problem with a monotone rule
• PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY
• An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards

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