Optimal stopping models in a stochastic and fuzzy environment

DOI10.1016/S0020-0255(02)00159-7zbMath1010.60036OpenAlexW1986230014MaRDI QIDQ1857058

Yuji Yoshida

Publication date: 11 February 2003

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(02)00159-7

zbMATH Keywords

fuzzy random variablesfuzzy stochastic systems\(\varepsilon\)-optimal stopping timesfuzzy stopping times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Processes in random environments (60K37) Fuzzy measure theory (28E10) Controllability, observability, and system structure (93B99)

Related Items (5)

On the stopping time problem of interval-valued differential equations under generalized Hukuhara differentiability ⋮ A European option pricing model in a stochastic and fuzzy environment ⋮ Interactive multiobjective fuzzy random programming through the level set-based probability model ⋮ Fuzzy defaultable bonds ⋮ The valuation of European options in uncertain environment

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