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A fuzzy stopping problem with the concept - MaRDI portal

A fuzzy stopping problem with the concept (Q1771140)

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scientific article; zbMATH DE number 2153888
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English
A fuzzy stopping problem with the concept
scientific article; zbMATH DE number 2153888

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    A fuzzy stopping problem with the concept (English)
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    7 April 2005
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    The authors consider a perceptive analysis [see \textit{S. B. Boswell} and \textit{M. S. Taylor}, Fuzzy Sets Syst. 24, 331--344 (1987; Zbl 0629.60006); and \textit{L. A. Zadeh}, J. Stat. Plann. Inference 105, 233--264 (2002; Zbl 1010.62005)] of the optimal stopping problem. They discuss the fuzzy perception value of the expectation of the optimal stopped reward and find a new recursive equation for characterization and calculation. For illustration an example is presented (optimal fuzzy perception value for the perception stopping problem described by triangular fuzzy numbers).
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    fuzzy perceptive stopping problem
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    fuzzy random variable
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    optimal stopping time
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