A zero-sum stopping game in a continuous-time dynamic fuzzy system

A zero-sum stopping game in a continuous-time dynamic fuzzy system

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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:
Keywords: fuzzy sets
Abstract:

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.

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