Markov Chains with a Transition Possibility Measure and Fuzzy Dynamic Programming
Yūji Yoshida, 祐治 吉田 · Institutional Repositories DataBase (IRDB) · 1994
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. We analyse Snell's optimal stopping problem for the process and we apply the results to solve fuzzy dynamic programming with optimal stopping times and with general state spaces and action spaces under fuzzy transitions.