Fuzzy stopping problems in continuous-time fuzzy stochastic systems
type: Item
instance of: scholarly article
title: Fuzzy stopping problems in continuous-time fuzzy stochastic systems
zbMATH Open document ID: 1034.60046
DOI: 10.1016/S0165-0114(02)00500-6
author: D. Massart
published in: Fuzzy Sets and Systems
publication date: 2003-11-17T00:00:00Z
review text: 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.
reviewed by: Wolfgang Näther
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 03E72
zbMATH DE Number: 2005404
zbMATH Keywords: fuzzy stopping
zbMATH Keywords: continuous-time stopping model
zbMATH Keywords: optimal stopping time
MaRDI profile type: Publication
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full work available at URL: s0165-0114(02)00500-6
OpenAlex ID: W2169563634
description: scientific article; zbMATH DE number 2005404