Optimal Stopping Problems in a Stochastic and Fuzzy System
نویسندگان
چکیده
منابع مشابه
Optimal Stopping Problems in a Stochastic and Fuzzy System
In a stochastic and fuzzy environment, two kinds of stopping models are discussed and compared. The optimal fuzzy stopping times are given under the assumptions of monotonicity and regularity for stopping rules. Also, we find that fuzzy stopping times are favored in a comparison between fuzzy and classical stopping models. Q 2000 Academic Press
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2000
ISSN: 0022-247X
DOI: 10.1006/jmaa.2000.6771