Fuzzy stopping problems in continuous-time fuzzy stochastic systems
نویسندگان
چکیده
منابع مشابه
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.
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ژورنال
عنوان ژورنال: Fuzzy Sets and Systems
سال: 2003
ISSN: 0165-0114
DOI: 10.1016/s0165-0114(02)00500-6