Multicriteria optimal stopping of a fuzzy and stochastic system

Multicriteria optimal stopping of a fuzzy and stochastic system

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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:
Keywords: fuzzy sets
Abstract:

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.

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