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In this paper, we consider the model that the information on the rewards in vector-valued Markov decision processes includes imprecision or ambiguity. The fuzzy reward model is analyzed as follows: The fuzzy reward is represented by the fuzzy set on the multi-dimensional Euclidian space R p and the infinite horizon fuzzy expected discounted reward(FEDR)… (More)

- Yoshinobu Kadota, Masami Kurano, Masami Yasuda
- Computers & Mathematics with Applications
- 2006

We consider utility-constrained Markov decision processes. The expected utility of the total discounted reward is maximized subject to multiple expected utility constraints. By introducing a corresponding Lagrange function, a saddle-point theorem of the utility constrained optimization is derived. The existence of a constrained optimal policy is… (More)

- Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
- Fuzzy Sets and Systems
- 2006

In this paper, a Markov decision model with uncertain transition matrices, which allow a matrix to fluctuate at each step in time, is described by the use of fuzzy sets. We find a pareto optimal policy maximizing the infinite horizon fuzzy expected discounted reward over all stationary policies under some partial order. The pareto optimal policies are… (More)

- Jun Li, Masami Yasuda, Qingshan Jiang, Hisakichi Suzuki, Zhenyuan Wang, George J. Klir
- Fuzzy Sets and Systems
- 1997

- Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano
- Fuzzy Sets and Systems
- 2006

This paper discusses two topics on fuzzy random variables in decision making. One is a new evaluation method of fuzzy random variables, and the other is to present a mathematical model in financial engineering by fuzzy random variables. The evaluation method is introduced as mean values defined by fuzzy measures, and it is also applicable to fuzzy numbers… (More)

- Jun Li, Masami Yasuda
- Fuzzy Sets and Systems
- 2005

In this note, we give four versions of Egoroff's theorem in non-additive measure theory by using condition (E), the pseudo-condition (E) of set function and the duality relations between the conditions. These conditions offered are not only sufficient but also necessary for the four kinds of Egoroff's theorems.

- Masami Kurano, Masami Yasuda, Jun-ichi Nakagami, Yuji Yoshida
- Fuzzy Sets and Systems
- 2002

We formulate a stopping problem for dynamic fuzzy systems concerning with fuzzy decision environment. It could be regarded as a natural fuzzification of non-fuzzy stopping problem with a deterministic dynamic system. The validity of the approach by α-cuts of fuzzy sets will be discussed in constructing One-step Look Ahead policy of an optimal fuzzy stopping… (More)

- M. Kurano, Masami Yasuda, J. Nakagami
- 1999

In this paper, the average cases of Markov decision processes with uncertainty is considered. That is, a controlled Markov set-chain model with a finite state and action space is developed by an interval arithmetic analysis, and we will find a Pareto optimal policy which maximizes the average expected rewards over all stationary policies under a new partial… (More)

The paper deals with a p person, non-cooperative game related to the observation of a Markov chain. The players observe the process up to a random moment deened by a monotonic logical function based on an individual players' decision. The concept of Nash equilibrium is used. The solution of the game for nite and innnite horizon problems is derived. A simple… (More)

- Masami Kurano, Masami Yasuda, Junichi Nakagami
- 2009

This paper studies the stopping problem for random vectors of p components which correspond to the payoffs to a group of p players. The observation proCt~SS is stopped at the first time when no less than r(1 ";;;'r";;;'p) players declare to stop. We call it a majority rule. TIle object of this paper is to find out a reasonable stopping strategy under a… (More)