-
Chapter and Conference Paper
Autocontinuity from below of Set Functions and Convergence in Measure
In this note, the concepts of strong autocontinuity from below and strong converse autocontinuity from below of set function are introduced. By using four types of autocontinuity from below of monotone measure...
-
Chapter and Conference Paper
A Version of Lebesgue Decomposition Theorem for Non-additive Measure
In this paper, Lebesgue decomposition type theorems for non-additive measure are shown under the conditions of null-additivity, converse null-additivity, weak null-additivity and σ-null-additivity, etc.. In our d...
-
Chapter and Conference Paper
Regularity Properties of Null-Additive Fuzzy Measure on Metric Spaces
We shall discuss further regularity properties of null-additive fuzzy measure on metric spaces following the previous results. Under the null-additivity condition, some properties of the inner/outer regularity...
-
Chapter and Conference Paper
Perceptive Evaluation for the Optimal Discounted Reward in Markov Decision Processes
We formulate a fuzzy perceptive model for Markov decision processes with discounted payoff in which the perception for transition probabilities is described by fuzzy sets. Our aim is to evaluate the optimal ex...
-
Chapter and Conference Paper
An Objective Function Based on Fuzzy Preferences in Dynamic Decision Making
This paper presents a mathematical model for dynamic decision making with an objective function induced from fuzzy preferences. The fuzzy preference is related to decision making in artificial intelligence, an...
-
Chapter and Conference Paper
A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices
A mathematical model for dynamic portfolio model with uncertainty is discussed. To consider this uncertainty modelling, the randomness and fuzziness are evaluated simultaneously cooperating with both of probab...
-
Chapter and Conference Paper
A Game Variant of the Stop** Problem on Jump Processes with a Monotone Rule
A continuous-time version of the multivariate stop** problem is considered. Associated with vector-valued jump stochastic processes, stop** problems with a monotone logical rule are defined under the notio...
-
Chapter and Conference Paper
Voting Procedure on Stop** Games of Markov Chain
The paper deals with a p person, non-cooperative game related to the observation of a Markov chain. The players observe the process up to a random moment defined by a monotonic logical function based on an indivi...
-
Chapter and Conference Paper
On the value for OLA-optimal stop** problem by potential theoretic method
The stop** problem on Markov process with OLA(One-stage Look Ahead) policy is considered. Its associated optimal value could be expressed explicitly by a potential for a charge of the positive part of the di...