Yoshida Yuji

Yuji Yoshida

Information about the author Yuji Yoshida will soon be added to the site.
Found 8 papers in total
A discrete-time model of American put option in an uncertain environment
A discrete-time model of American put option in an uncertain environment
2003
A discrete-time mathematical model for American put option with uncertainty is...
The valuation of European options in uncertain environment
The valuation of European options in uncertain environment
2003
A new model on European options with uncertainty of both randomness and fuzziness in...
Ordering of convex fuzzy sets – a brief survey and new results
Ordering of convex fuzzy sets – a brief survey and new results
2000
Concerning with the topics of a fuzzy max order, a brief survey on ordering of fuzzy...
An optimal stopping zero-sum game in discrete-time multi-armed bandit processes
An optimal stopping zero-sum game in discrete-time multi-armed bandit processes
1998
Zero-sum games for multi-armed bandit processes are presented. The present paper...
Markov-type fuzzy decision processes with a discounted reward on a closed interval
Markov-type fuzzy decision processes with a discounted reward on a closed interval
1996
We formulate a new multi-stage decision process with Markov-type fuzzy transition,...
Markov chains with a transition possibility measure and fuzzy dynamic programming
Markov chains with a transition possibility measure and fuzzy dynamic programming
1994
This paper constructs a Markov fuzzy process, which represents transitions of grades...
A limit theorem in some dynamic fuzzy systems
A limit theorem in some dynamic fuzzy systems
1992
In this paper, using a fuzzy relation the authors define a dynamic fuzzy system with a...
Zero-sum games for discrete-time multi-armed bandit processes with a generalized discount
Zero-sum games for discrete-time multi-armed bandit processes with a generalized discount
1992
The present paper deals with zero-sum games for multi-armed bandid processes and...
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