Fuzzy stopping problems in continuous-time fuzzy stochastic systems
This paper extends the definition of fuzzy stopping times to the continuous-time case, and presents a fuzzy stopping model in continuous-time ``fuzzy stochastic systems'' which is constructed from fuzzy random variables. Optimal fuzzy stopping times are given under regularity assumptions for the stopping rules. The optimal fuzzy reward is characterized as a unique solution of an optimality equation. For illustration of the results, an example in the Markov case is discussed.
scientific article; zbMATH DE number 2005404