A Fuzzy Stopping Problem with the Concept

  • Authors:
  • Masami Kurano;Masami Yasuda;Jun-Ichi Nakagami;Yuji Yoshida

  • Affiliations:
  • Department of Mathematics, Faculty of Education, Chiba University, Japan;Department of Mathematics and Informatics, Faculty of Science, Chiba University, Japan;Department of Mathematics and Informatics, Faculty of Science, Chiba University, Japan;Faculty of Economics and Business Administration, The University of Kitakyushu, Japan

  • Venue:
  • Fuzzy Optimization and Decision Making
  • Year:
  • 2004

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Abstract

Stimulated by Zadeh's paper (Journal of Statistical Planning and Inference,2002, 105, 233--264), we will try to consider a perceptive analysis of the optimal stopping problem. In this paper, the fuzzy perception value of the expectation of the optimal stopped reward is characterized and calculated by a new recursive equation. Also, a numerical example described by triangular fuzzy numbers is given.