An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards

DOI10.1016/S0898-1221(96)00183-6zbMath0870.60040MaRDI QIDQ678455

Yuji Yoshida

Publication date: 1 September 1997

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingfuzzy expected valuedynamic fuzzy systemfuzzy dynamic programmingfuzzy reward

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Stopping times; optimal stopping problems; gambling theory (60G40)

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A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework ⋮ A multiobjective fuzzy stopping in a stochastic and fuzzy environment ⋮ The optimal stopped fuzzy rewards in some continuous-time dynamic fuzzy systems ⋮ On the stopping time problem of interval-valued differential equations under generalized Hukuhara differentiability ⋮ A discrete-time model of American put option in an uncertain environment. ⋮ Optimal stopping problems in a stochastic and fuzzy system ⋮ A time-average fuzzy reward criterion in fuzzy decision processes ⋮ A minimax theorem for zero-sum stopping games in dynamic fuzzy systems ⋮ A stopping game in a stochastic and fuzzy environment. ⋮ Optimal stopping models in a stochastic and fuzzy environment ⋮ A zero-sum stopping game in a continuous-time dynamic fuzzy system. ⋮ Multicriteria optimal stopping of a fuzzy and stochastic system ⋮ Fuzzy stopping in continuous-time dynamic fuzzy systems ⋮ The valuation of European options in uncertain environment

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