Title of article :
Multicriteria optimal stopping of a fuzzy and stochastic system
Author/Authors :
Yoshida، نويسنده , , Y.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
A multicriteria optimal stopping model is discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. Pareto optimal stopping times are given for the model, by using λ-optimal stopping times.
Keywords :
Multicriteria optimal stopping , Fuzzy stochastic systems , Optimal stopping , Pareto Optimal
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling