An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards

This paper deals with an optimal stopping problem in dynamic fuzzy systems with fuzzy rewards, and shows that the optimal discounted fuzzy reward is characterized by a unique solution of a fuzzy relational equation. We define a fuzzy expectation with a density given by fuzzy goals and we estimate discounted fuzzy rewards by the fuzzy expectation. This paper characterizes the optimal fuzzy expected value and gives an optimal stopping time.