A stopping game in a stochastic and fuzzy environment

被引：8
作者：
Yoshida, Y [1 ]
机构：
[1] Kitakyushu Univ, Fac Econ & Business Adm, Kitakyushu, Fukuoka 8028577, Japan
来源：
MATHEMATICAL AND COMPUTER MODELLING | 1999年 / 30卷 / 11-12期
关键词：
zero-sum stopping game; fuzzy random variables; minimax theorem; saddle point; fuzzy expectation;
D O I：
10.1016/S0895-7177(99)00204-6
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
A zero-sum stopping game for a sequence of fuzzy-valued random variables is discussed. The fuzzy random variables are estimated by probabilistic expectation and fuzzy expectation. A saddle point is given for the stopping game. (C) 1999 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：147 / 158
页数：12
相关论文
共 18 条
[1]  
Chow YS., 1971, THEORY OPTIMAL STOPP
[2]  
Diamond P., 1994, METRIC SPACES FUZZY
[3]  
Dynkin E., 1967, Sov. Math. Dokl., V10, P270
[4]  
Klir G, 1995, Fuzzy Sets and Fuzzy Logic: Theory and Applications, V4
[5]   A LIMIT-THEOREM IN SOME DYNAMIC FUZZY-SYSTEMS [J].
KURANO, M ;
YASUDA, M ;
NAKAGAMI, J ;
YOSHIDA, Y .
FUZZY SETS AND SYSTEMS, 1992, 51 (01) :83-88
[6]   Markov-type fuzzy decision processes with a discounted reward on a closed interval [J].
Kurano, M ;
Yasuda, M ;
Nakagami, J ;
Yoshida, Y .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1996, 92 (03) :649-662
[7]  
NEVEY J, 1975, DISCRETE PARAMETER M
[8]   OPTIMAL STOPPING IN SEQUENTIAL GAMES WITH OR WITHOUT A CONSTRAINT OF ALWAYS TERMINATING [J].
OHTSUBO, Y .
MATHEMATICS OF OPERATIONS RESEARCH, 1986, 11 (04) :591-607
[9]   FUZZY RANDOM-VARIABLES [J].
PURI, ML ;
RALESCU, DA .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1986, 114 (02) :409-422
[10]   FUZZY CONDITIONAL-EXPECTATION [J].
STOJAKOVIC, M .
FUZZY SETS AND SYSTEMS, 1992, 52 (01) :53-60
12