Abstract
In a continuous-time dynamic fuzzy system, a stopping problem regarding fuzzy rewards is discussed using fuzzy stopping times. The fuzzy rewards are evaluated by an expectation generated from a linear ranking function. The optimality equations for the optimal fuzzy rewards are given by variational inequalities, and an optimal fuzzy stopping time is constructed under assumptions of monotonicity and regularity for stopping rules. A numerical example is given to discuss that fuzzy stopping times are better than non-fuzzy ones in comparison between the fuzzy stopping models and the non-fuzzy ones.
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