Article ID: | iaor2004895 |
Country: | Netherlands |
Volume: | 34 |
Issue: | 5/6 |
Start Page Number: | 615 |
End Page Number: | 622 |
Publication Date: | Sep 2001 |
Journal: | Mathematical and Computer Modelling |
Authors: | Yoshida Y. |
Keywords: | fuzzy sets |
A multicriteria optimal stopping model is discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. Pareto optimal stopping times are given for the model, by using λ-optimal stopping times.