Optimal stopping problems in a stochastic and fuzzy system
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Publication:1577973
DOI10.1006/jmaa.2000.6771zbMath0974.60024OpenAlexW2002230835MaRDI QIDQ1577973
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
Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Stopping times; optimal stopping problems; gambling theory (60G40) Fuzzy measure theory (28E10) Fuzzy real analysis (26E50) Pseudo-random numbers; Monte Carlo methods (11K45)
Related Items (13)
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