An approach to stopping problems of a dynamic fuzzy system

We formulate a stopping problem for dynamic fuzzy systems concerning with fuzzy decision environment. It could be regarded as a natural fuzzification of non-fuzzy stopping problem with a deterministic dynamic system. The validity of the approach by α-cuts of fuzzy sets will be discussed in constructing One-step Look Ahead policy of an optimal fuzzy stopping time. A numerical example is given to illustrate the theoretical results and to show a merit to use fuzzy stopping times in dynamic fuzzy systems.

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