Optimal Stopping Problems in a Stochastic and Fuzzy System

  title={Optimal Stopping Problems in a Stochastic and Fuzzy System},
  author={Yuji Yoshida and Jun-ichi Nakagami},
In a stochastic and fuzzy environment, two kinds of stopping models are discussed and compared. The optimal fuzzy stopping times are given under the assumptions of monotonicity and regularity for stopping rules. Also, we find that fuzzy stopping times are favored in a comparison between fuzzy and classical stopping models. Q 2000 Academic Press 

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