Fuzzy decision processes with time-average fuzzy rewards

Author

Yoshida, Yuji

Author_Institution

Fac. of Econ. & Bus. Admin., Kitakyushu Univ., Japan

fYear

1996

fDate

19-22 Jun 1996

Firstpage

75

Lastpage

79

Abstract

Deals with a multi-stage decision process with fuzzy transitions, which is termed a `fuzzy decision process´. We consider such a process where both states and actions are assumed to be fuzzy, from the point of view of a dynamic fuzzy system which has been developed by the authors. A time-average fuzzy reward for the process is described by a fuzzy number; and a partial order of convex fuzzy numbers, which is called a `fuzzy max order´, is used to discuss the optimization problem. By introducing relative value functions, the optimal average reward is characterized as a unique solution of the associated equation. Further, we estimate the fuzzy rewards by introducing a fuzzy expectation that is generated by a fuzzy goal

Keywords

decision theory; fuzzy logic; fuzzy set theory; optimisation; convex fuzzy numbers; dynamic fuzzy system; fuzzy actions; fuzzy decision process; fuzzy expectation; fuzzy goal; fuzzy max order; fuzzy states; fuzzy transitions; multi-stage decision process; optimal average reward; optimization; partial order; relative value functions; time-average fuzzy rewards; Fuzzy sets; Fuzzy systems; State-space methods;

fLanguage

English

Publisher

ieee

Conference_Titel

Fuzzy Information Processing Society, 1996. NAFIPS., 1996 Biennial Conference of the North American

Conference_Location

Berkeley, CA

Print_ISBN

0-7803-3225-3

Type

conf

DOI

10.1109/NAFIPS.1996.534707

Filename

534707