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A fuzzy perceptive value for multi-variate stopping problem with a monotone rule. (English) Zbl 1270.60050

Summary: This paper discusses a perception-based theory for a multi-variate stopping problem with a monotone rule by M. Yasuda, M. Kurano and J. Nakagami [J. Oper. Res. Japan, 25, 334–350 (1982; Zbl 0511.60040)]. The problem is developed by using the perceptive analysis of the previous work M. Kurano, M. Yasuda, M. Nakagami, J. Yoshida and Y. Yoshida [Fuzzy Optim. Decis. Mak. 3, No. 4, 367–374 (2004; Zbl 1071.60027)]. We will show a recursive equation which determines the perceptive value of its equilibrium point for the model.

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
62L15 Optimal stopping in statistics
91A12 Cooperative games
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