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Optimal stopping under ambiguity in continuous time

โœ Scribed by Xue Cheng, Frank Riedel


Book ID
115439122
Publisher
Springer-Verlag
Year
2012
Tongue
English
Weight
461 KB
Volume
7
Category
Article
ISSN
1862-9679

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๐Ÿ“œ SIMILAR VOLUMES


Fuzzy stopping problems in continuous-ti
โœ Y. Yoshida; M. Yasuda; J. Nakagami; M. Kurano ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 287 KB

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