An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards. (English) Zbl 0870.60040

Summary: 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.


60G40 Stopping times; optimal stopping problems; gambling theory
03E72 Theory of fuzzy sets, etc.
Full Text: DOI


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