STOCHASTIC DECISION-MAKING IN A FUZZY ENVIRONMENT

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概要

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• In this paper we consider multistage decision processes in Bellman and Zadeh's paper "Decision-making in a fuzzy environment" from a mathematical view-point. We propose another recursive equation which solves both stochastic and deterministic multistage decision processes in a fuzzy environment in their sense. Our result for deterministic processes coincides with their result. However, our result for stochastic processes is more or less different from theirs. Our "stochastic" recursive equation is derived through invariant imbedding. On the other hand, their "stochastic" recursive equation is a direct analogy for their deterministic one. As an example, we illustrate their numerical data, which verify the equality between simultaneous and sequential optimizations.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Iwamoto Seiichi

  Department Of Economic Engineering Graduate School Of Economics Kyushu University

• Fujita Toshiharu

  Kyushu Institute of Technology

• Fujita Toshiharu

  Kyushu University

• Iwamoto Seiichi

  Department Of Economic Engineering Faculty Of Economics Kyushu University

関連論文

• CONDITIONAL DECISION-MAKING IN FUZZY ENVIRONMENT
• The Golden Trinity : Optimality, Inequality and Identity(Mathematical Economics)
• On Golden inequalities(The Development of Information and Decision Processes)
• STOCHASTIC DECISION-MAKING IN A FUZZY ENVIRONMENT
• A CLASS OF INVERSE THEOREMS ON RECURSIVE PROGRAMMING WITH MONOTONICITY
• STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE

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