Article ID: | iaor2004653 |
Country: | Netherlands |
Volume: | 34 |
Issue: | 5/6 |
Start Page Number: | 603 |
End Page Number: | 614 |
Publication Date: | Sep 2001 |
Journal: | Mathematical and Computer Modelling |
Authors: | Yoshida Y. |
Keywords: | fuzzy sets |
A zero-sum stopping game for fuzzy rewards is discussed in continuous-time dynamic fuzzy systems. A new fuzzy reward designed for the systems is introduced and the optimality inequalities for the optimal fuzzy rewards are derived by a fuzzy differential operator, and a pair of players' optimal stopping times for fuzzy expected rewards is given as a saddle point.