Transition probabilities for Markov chains having fuzzy states

DOI10.1080/07362999708809493MaRDI QIDQ4363897zbMATH OpenOpenAlexFDO

Authors R. Kleyle, André de Korvin

Publication date 23 March 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809493

zbMATH Keywords

Dempster-Shafer combination ruleDempster-Shafer mass functionMarkov chains with fuzzy states

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Markov processes (60J99)

Review text

\textit{J. Norton} [Theory Decis. 25, No. 3, 287-313 (1988; Zbl 0675.60003)] has considered set-valued Markov chains where the state probabilities build a Dempster-Shafer mass function. Especially, he has presented a formula for transition probabilities in terms of this mass function. The authors discuss this Norton formula for Markov chains with fuzzy set-valued states. A direct application of this formula is possible only under rather restrictive assumptions, e.g. for hierarchical mass functions with fuzzy focal elements. For general mass functions with fuzzy focal elements, a generalized Norton formula is presented which involves a measure of the degree to which two fuzzy sets are equal. Finally, a result of \textit{Ph. Smets} [Uncertainty in Artificial Intelligence 7, 1-8 (1990)] is modified to find transition probabilities from fuzzy states to crisp states.

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Cites work

• Evaluating policies based on their long term average cost
• Expected transition costs based on a Markov model having fuzzy states with an application to policy selection
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Cited in

(6)

• Fuzzy-valued Markov processes and their properties
• Bipartite fuzzy stochastic differential equations with global Lipschitz condition
• Markov chains with a transition possibility measure and fuzzy dynamic programming
• Transition probability matrix for fuzzy autocatalytic set of fuzzy graph type-3
• scientific article; zbMATH DE number 1960702 (Why is no real title available?)
• scientific article; zbMATH DE number 2079163 (Why is no real title available?)

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