Title :
Optimal stopping of a continuous-time dynamic fuzzy system under possibility theory
Author_Institution :
Fac. of Econ. & Bus. Admin., Kitakyushu Univ., Japan
Abstract :
An optimal stopping problem with fuzzy rewards is discussed in a continuous-time dynamic fuzzy system which is constructed under possibility theory. The fuzzy rewards are estimated by a fuzzy expectation derived from a fuzzy goal, and an optimal stopping time and the optimal fuzzy rewards are given
Keywords :
continuous time systems; fuzzy set theory; fuzzy systems; management science; optimisation; possibility theory; continuous-time system; dynamic fuzzy system; fuzzy expectation; fuzzy rewards; fuzzy set theory; optimal stopping time; optimisation; possibility theory; Equations; Extraterrestrial measurements; Fuzzy sets; Fuzzy systems; Possibility theory;
Conference_Titel :
Knowledge-Based Intelligent Electronic Systems, 1998. Proceedings KES '98. 1998 Second International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-4316-6
DOI :
10.1109/KES.1998.726022
