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Fuzzy stopping problems in continuous-time fuzzy stochastic systems

โœ Scribed by Y. Yoshida; M. Yasuda; J. Nakagami; M. Kurano

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
287 KB
Volume
139
Category
Article
ISSN
0165-0114

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โœฆ Synopsis

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 di erentiability condition. An example in the Markov models is discussed.

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