Continuous-time fuzzy decision processes with discounted rewards. (Q1413858)

The referred paper deals with a modified model of fuzzy decision making process, treated as a dynamic fuzzy system with continuous time, fuzzy discounted reward (represented by fuzzy number) and fuzzy transition of states (defined by fuzzy relations). The main contribution of the paper consists in the derivation of fuzzy optimality equation in the form of fuzzy differential equation. It evaluates the discounted total fuzzy rewards by fuzzy expectation connected with fuzzy goal. The genral model is analyzed, its eventual possibilistic modification is discussed, and the ideas of the paper are illustrated by a numerical example.