A multiobjective fuzzy stopping in a stochastic and fuzzy environment

被引：0
|
作者：
Yoshida, Y [1 ]
Yasuda, M
Nakagami, J
Kurano, M
机构：
[1] Univ Kitakyushu, Fac Econ & Business Admin, Kitakyushu, Fukuoka 8028577, Japan
[2] Chiba Univ, Fac Sci, Chiba 2638522, Japan
[3] Chiba Univ, Fac Educ, Chiba 2638522, Japan
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2003年 / 46卷 / 07期
关键词：
multiobjective optimal stopping; fuzzy stochastic systems; fuzzy stopping; pareto optimal;
D O I：
10.1016/S0898-1221(03)90132-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In a stochastic and fuzzy environment, a multiobjective fuzzy stopping problem is discussed. The randomness and fuzziness are evaluated by probabilistic expectations and linear ranking functions, respectively. Pareto optimal fuzzy stopping times are given under the assumption of regularity for stopping rules, by using lambda-optimal stopping times. (C) 2003 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1165 / 1172
页数：8
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