Optimal stopping problems in a stochastic and fuzzy system

DOI10.1006/jmaa.2000.6771zbMath0974.60024MaRDI QIDQ1577973

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 problem; fuzzy stopping; fuzzy stochastic system

Mathematics Subject Classification ID

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

60G40: Stopping times; optimal stopping problems; gambling theory

28E10: Fuzzy measure theory

26E50: Fuzzy real analysis

11K45: Pseudo-random numbers; Monte Carlo methods

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