Multi-Objective Fuzzy Stopping in Systems with Randomness and Fuzziness

Abstract

In a stochastic and fuzzy environment, a multi-objective fuzzy stopping problem is discussed. The randomness and fuzziness are evaluated by probabilistic expectations and scalarization functions respectively. Pareto optimal fuzzy stopping times are given under the assumption of regularity for stopping rules, by using λ-optimal stopping times.

Cite this paper

@inproceedings{Yoshida2001MultiObjectiveFS, title={Multi-Objective Fuzzy Stopping in Systems with Randomness and Fuzziness}, author={Yuhsuke Yoshida and Masaya Yasuda and Jun-ichi Nakagami and Masaki Kurano}, year={2001} }