Fuzzy stopping in continuous-time dynamic fuzzy systems

DOI10.1016/S0165-0114(01)00233-0MaRDI QIDQ1867684zbMATH OpenOpenAlexFDO

Authors Yuji Yoshida

Publication date 2 April 2003

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-0114(01)00233-0

zbMATH Keywords

fuzzy rewardfuzzy stopping problemoptimal fuzzy stopping timevariational inequality

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Review text

The paper discusses a stopping problem in continuous-time dynamic fuzzy system, using fuzzy stopping times, under some different estimation of fuzzy rewards. The paper develops fuzzy stopping times in a continuous time fuzzy system. Also the paper presents the optimality equations for the optimal fuzzy rewards in terms of variational inequalities. The results are summarized in very clear and readable form. The paper is a very important piece of work and contains a lot of important ideas.

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Cites work

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Cited in

(6)

• The optimal stopped fuzzy rewards in some continuous-time dynamic fuzzy systems
• Fuzzy stopping problems in continuous-time fuzzy stochastic systems
• A zero-sum stopping game in a continuous-time dynamic fuzzy system.
• An approach to stopping problems of a dynamic fuzzy system
• scientific article; zbMATH DE number 2038187 (Why is no real title available?)
• An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards

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