Optimal stopping problems in a stochastic and fuzzy system

DOI10.1006/JMAA.2000.6771MaRDI QIDQ1577973zbMATH OpenOpenAlexFDO

Authors N. Delaunay

Publication date 2 December 2001

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/bafef8cadd8d5e62f260dab2f9f67fb57687f230

zbMATH Keywords

optimal stopping problemfuzzy stoppingfuzzy stochastic system

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Pseudo-random numbers; Monte Carlo methods (11K45) Fuzzy real analysis (26E50) Fuzzy measure theory (28E10)

Recommendations

• Fuzzy stopping of a system with randomness and fuzziness
• Fuzzy stopping problems in continuous-time fuzzy stochastic systems
• Optimal stopping models in a stochastic and fuzzy environment
• An approach to stopping problems of a dynamic fuzzy system

Cites work

• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• A limit theorem in some dynamic fuzzy systems
• An approach to stopping problems of a dynamic fuzzy system
• An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards
• Convergence theorem for fuzzy martingales
• Duality in dynamic fuzzy systems
• Fuzzy conditional expectation
• Fuzzy random variables
• Fuzzy sets
• Markov chains with a transition possibility measure and fuzzy dynamic programming
• Ranking and defuzzification methods based on area compensation
• The Best Choice Problem for a Random Number of Objects
• The theory of fuzzy stochastic processes

Cited in

(16)

• A stopping game in a stochastic and fuzzy environment.
• Fuzzy stopping in continuous-time dynamic fuzzy systems
• Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
• Multicriteria optimal stopping of a fuzzy and stochastic system
• A note on Yoshida's optimal stopping model for option pricing
• A discrete-time model of American put option in an uncertain environment.
• Fuzzy stopping problems in continuous-time fuzzy stochastic systems
• Fuzzy stopping of a system with randomness and fuzziness
• A multiobjective fuzzy stopping in a stochastic and fuzzy environment
• A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
• A fuzzy stopping problem with the concept
• The valuation of European options in uncertain environment
• Optimal stopping models in a stochastic and fuzzy environment
• An approach to stopping problems of a dynamic fuzzy system
• A discrete-time American put option model with fuzziness of stock prices
• On fuzzy renewal processes for fuzzy random variables and extended theorems

This page was built for publication: Optimal stopping problems in a stochastic and fuzzy system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1577973)