Optimal stopping problems in a stochastic and fuzzy system
DOI10.1006/JMAA.2000.6771zbMATH Open0974.60024OpenAlexW2002230835MaRDI QIDQ1577973FDOQ1577973
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
Recommendations
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)
Cites Work
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- An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards
- The Best Choice Problem for a Random Number of Objects
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- Duality in dynamic fuzzy systems
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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
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