Multicriteria optimal stopping of a fuzzy and stochastic system

DOI10.1016/S0895-7177(01)00087-5zbMATH1006.90074OpenAlexW1987844105MaRDI 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

zbMATH Keywords

optimal stoppingPareto optimalfuzzy stochastic systemsmulticirteria optimal stopping

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 1029258 (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
• A stopping game in a stochastic and fuzzy environment.
• An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards
• Convergence theorem for fuzzy martingales
• Duality in dynamic fuzzy systems
• Fuzzy random variables
• Fuzzy sets
• Markov chains with a transition possibility measure and fuzzy dynamic programming
• Mathematical methods of game and economic theory
• Ranking and defuzzification methods based on area compensation
• The theory of fuzzy stochastic processes

Cited in

(6)

• A note on Yoshida's optimal stopping model for option pricing
• On the stopping time problem of interval-valued differential equations under generalized Hukuhara differentiability
• An approach to stopping problems of a dynamic fuzzy system
• Optimal stopping models in a stochastic and fuzzy environment
• A fuzzy perceptive value for multi-variate stopping problem with a monotone rule
• A multiobjective fuzzy stopping in a stochastic and fuzzy environment

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