Optimal stopping models in a stochastic and fuzzy environment

Authors:
Yuji Yoshida
Affiliations:
Faculty of Economics and Business Administration, The University of Kitakyushu, 4-2-1 Kokuraminami, Kitakyushu 802-8577, Japan
Venue:
Information Sciences—Informatics and Computer Science: An International Journal - Special issue: Intelligent information systems and applications
Year:
2002

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Abstract

Optimal stopping models are discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. The optimal fuzzy stopping times and ε-optimal fuzzy stopping times are given under the regularity assumption for stopping rules.