Fuzzy stopping problems in continuous-time fuzzy stochastic systems
نویسندگان
چکیده
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 a differentiability condition. An example in the Markov models is discussed.
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ورودعنوان ژورنال:
- Fuzzy Sets and Systems
دوره 139 شماره
صفحات -
تاریخ انتشار 2003