论文信息 - Fuzzy stopping problems in continuous-time fuzzy stochastic systems

Fuzzy stopping problems in continuous-time fuzzy stochastic systems

In a continuous-time fuzzy stochastic system, a stopping model with fuzzy stopping times is presented. The optimal fuzzy stopping times are given under an assumption of regularity for stopping rules. Also, the optimal fuzzy reward is characterized as a unique solution of an optimality equation under a differentiability condition. An example in the Markov models is discussed.

Masami Yasuda | Yuji Yoshida | Masami Kurano | Jun-ichi Nakagami

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