Multicriteria optimal stopping of a fuzzy and stochastic system
DOI10.1016/S0895-7177(01)00087-5zbMATH Open1006.90074OpenAlexW1987844105MaRDI QIDQ1600440FDOQ1600440
Authors: Yuji Yoshida 
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(01)00087-5
Recommendations
- A multiobjective fuzzy stopping in a stochastic and fuzzy environment
- Optimal stopping models in a stochastic and fuzzy environment
- The optimal stopped fuzzy rewards in some continuous-time dynamic fuzzy systems
- Fuzzy stopping of a system with randomness and fuzziness
- Optimal stopping problems in a stochastic and fuzzy system
Multi-objective and goal programming (90C29) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Cites Work
- Fuzzy random variables
- Fuzzy sets
- Ranking and defuzzification methods based on area compensation
- Title not available (Why is that?)
- Mathematical methods of game and economic theory
- An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards
- The theory of fuzzy stochastic processes
- Convergence theorem for fuzzy martingales
- Duality in dynamic fuzzy systems
- A limit theorem in some dynamic fuzzy systems
- Markov chains with a transition possibility measure and fuzzy dynamic programming
- Title not available (Why is that?)
- A stopping game in a stochastic and fuzzy environment.
Cited In (5)
- A note on Yoshida's optimal stopping model for option pricing
- A multiobjective fuzzy stopping in a stochastic and fuzzy environment
- On the stopping time problem of interval-valued differential equations under generalized Hukuhara differentiability
- Optimal stopping models in a stochastic and fuzzy environment
- An approach to stopping problems of a dynamic fuzzy system
This page was built for publication: Multicriteria optimal stopping of a fuzzy and stochastic system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1600440)
