A Fuzzy Stopping Problem with the Concept |
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| Authors: | Masami Kurano Masami Yasuda Jun-Ichi Nakagami Yuji Yoshida |
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| Affiliation: | (1) Department of Mathematics, Faculty of Education, Chiba University, Japan;(2) Department of Mathematics and Informatics, Faculty of Science, Chiba University, Japan;(3) Faculty of Economics and Business Administration, The University of Kitakyushu, Japan |
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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. |
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| Keywords: | fuzzy perceptive stopping problem fuzzy random variable fuzzy perception reward optimal stopping time |
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