| Article ID: | iaor19951057 |
| Country: | Netherlands |
| Volume: | 66 |
| Issue: | 1 |
| Start Page Number: | 39 |
| End Page Number: | 57 |
| Publication Date: | Aug 1994 |
| Journal: | Fuzzy Sets and Systems |
| Authors: | Yoshida Yuji |
| Keywords: | programming: dynamic |
This paper constructs a Markov fuzzy process, which represents transitions of grades of fuzzy sets, with a transition possibility measure and a general state space. It analyses Snell’s optimal stopping problem for the process and applies the results to solve fuzzy dynamic programming with optimal stopping times and with general state spaces and action spaces under fuzzy transitions.