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An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards

โœ Scribed by Y. Yoshida

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
722 KB
Volume
32
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

This paper deals with an optimal stopping problem in dynamic fuzzy systems with fuzzy rewards, and shows that the optimal discounted fuzzy reward is characterized by a unique solution of a fuzzy relational equation. We define a fuzzy expectation with a density given by fuzzy goals and we estimate discounted fuzzy rewards by the fuzzy expectation. This paper characterizes the optimal fuzzy expected value and gives an optimal stopping time.

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