The optimal stopped fuzzy rewards in some continuous-time dynamic fuzzy systems

被引:10
|
作者
Yoshida, Y
机构
[1] Fac. of Eco./Business Administration, Kitakyushu University, 4-2-1 Kitagata, Kokuraminami
关键词
optimal stopping; fuzzy reward; continuous-time; dynamic fuzzy system; fuzzy expectation; optimality equation; fuzzy differential;
D O I
10.1016/S0895-7177(97)00157-X
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
An optimal stopping problem for fuzzy rewards in some continuous-time dynamic fuzzy systems is discussed. An optimal stopping time is given for the fuzzy expected rewards, and an optimality equation for the optimal fuzzy reward is derived by a fuzzy differential operator.
引用
收藏
页码:53 / 66
页数:14
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