Knowledge-Based and Intelligent Information & Engineering Systems: Proceedings of the 21st International Conference KES-2017, Marseille, France, 6-8 September 2017. 11-20 2017 [Refereed]

Modeling Decisions for Artificial Intelligence - 13th International Conference, MDAI 2016, Sant Julià de Lòria, Andorra, September 19-21, 2016. Proceedings 82-93 2016 [Refereed]

Journal of Advanced Computational Intelligence and Intelligent Informatics 17(4) 520-525 Jul 2013 [Refereed]

This paper deals with continuous Ordered Weighted Averages (OWA) on a closed interval and investigates their fundamental properties. In this paper, we focus on OWA with a truncation weight and derive the subadditivity of a top-concentrated average...

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 19(Supplement 1) 1-16 Dec 2011 [Refereed]

In this paper, the weighted quasi-arithmetic means are discussed from the viewpoint of utility functions and downward risks in economics. Representing the weighting functions by probability density functions and the conditional expectations, an in...

In this paper we deal with weighted quasi-arithmetic means of an interval using utility functions in decision making. The mean values are discussed from the viewpoint of weighted aggregation operators, and they are given as weighted aggregated val...

Fuzzy Sets and Systems 160(22) 3250-3262 Nov 2009 [Refereed]

A value-at-risk portfolio model under uncertainty is discussed. In the proposed model, randomness and fuzziness are evaluated, respectively, by the probabilistic expectation and the mean values with evaluation weights and λ-mean functions. The mea...

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 16(Supplement-1) 71-87 Apr 2008 [Refereed]

A set of perceived random events is given by a fuzzy random variable, and an estimation of real random variables is represented by a functional on real random variables. The perception-based extension of estimation regarding random events is intro...

Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence, 4th International Conference on Intelligent Computing, ICIC 2008, Shanghai, China, September 15-18, 2008, Proceedings 358-366 2008 [Refereed]

Fuzzy Sets and Systems 158(17) 1905-1912 Sep 2007 [Refereed]

In this paper, the fuzzy perceptive model for average reward Markov decision processes is defined and a method of computing the corresponding fuzzy perceptive values is proposed. Under the minorization condition for fuzzy perceptive transition mat...

Foundations of Fuzzy Logic and Soft Computing, 12th International Fuzzy Systems Association World Congress, IFSA 2007, Cancun, Mexico, June 18-21, 2007, Proceedings 381-391 2007 [Refereed]

Studies in Fuzziness and Soft Computing 201 229-243 Dec 2006

A mathematical model for European/American options with uncertainty is presented. The uncertainty is represented by both randomness and fuzziness. The randomness and fuzziness are evaluated respectively by probabilistic expectation and fuzzy expec...

Fuzzy Sets and Systems 157(19) 2614-2626 Oct 2006 [Refereed]

This paper discusses two topics on fuzzy random variables in decision making. One is a new evaluation method of fuzzy random variables, and the other is to present a mathematical model in financial engineering by fuzzy random variables. The evalua...

Modeling Decisions for Artificial Intelligence, Third International Conference, MDAI 2006, Tarragona, Spain, April 3-5, 2006, Proceedings 161-171 2006 [Refereed]

2005 International Conference on Computational Intelligence for Modelling Control and Automation (CIMCA 2005), International Conference on Intelligent Agents, Web Technologies and Internet Commerce (IAWTIC 2005), 28-30 November 2005, Vienna, Austria 163-169 2005 [Refereed]

Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida

Modeling Decisions for Artificial Intelligence, Second International Conference, MDAI 2005, Tsukuba, Japan, July 25-27, 2005, Proceedings 283-293 2005 [Refereed]

Knowledge-Based Intelligent Information and Engineering Systems, 8th International Conference, KES 2004, Wellington, New Zealand, September 20-25, 2004. Proceedings. Part II 1222-1229 2004 [Refereed]

Knowledge-Based Intelligent Information and Engineering Systems, 8th International Conference, KES 2004, Wellington, New Zealand, September 20-25, 2004. Proceedings. Part II 1230-1236 2004 [Refereed]

Modeling Decisions for Artificial Intelligence, First International Conference, MDAI 2004, Barcelona, Spain, August 2-4, 2004, Proceedings 239-251 2004 [Refereed]

Fuzzy Sets and Systems - IFSA 2003, 10th International Fuzzy Systems Association World Congress, Istanbul, Turkey, June 30 - July 2, 2003, Proceedings 245-252 2003 [Refereed]

Fuzzy Stopping Problems in a Continuous-Time Fuzzy Stochastic Systems

Y.Yoshida

Fuzzy Sets and Systems 132(3) 291-301 2002 [Refereed]

Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida

Knowledge-Based Intelligent Electronic Systems, 2nd International Conference, KES 1998, Adelaide, South Australia, 21-23 April 1998, Proceedings, Part III 547-551 1998 [Refereed]

2006 IEEE Conference on Cybernetics and Intelligent Systems, CIS 2006 Jan 2006

In this paper, we discuss an evaluation method of fuzzy numbers as mean values and measurement of fuzziness defined by fuzzy measures, and the presented method is applicable to fuzzy numbers and fuzzy stochastic process defined by fuzzy numbers/fu...

Fuzzy Sets and Systems 157(19) 2674-2682 Oct 2006 [Refereed]

In this paper, Markov decision models with uncertain transition matrices, which allow a matrix to fluctuate at each step in time, is described by the use of fuzzy sets. We find a Pareto optimal policy maximizing the infinite horizon fuzzy expected...

Mean Values of Fuzzy Numbers by Evaluation Measures and its Measurement of Fuzziness

Y.Yoshida

Proceedings of CIMCA 2005 2 163-169 2006 [Refereed]

Mean Values, Measurement of Fuzziness and Variance of Fuzzy Random Variables for Fuzzy Optimization

Y.Yoshida

Proceedings of SCIS & ISIS 2006 2277-2282 2006 [Refereed]

Mean, Variance and Fuzziness Measure of FRVs with Evaluation Measures: Applications for Confidence Intervals

Proceedings - International Conference on Computational Intelligence for Modelling, Control and Automation, CIMCA 2005 and International Conference on Intelligent Agents, Web Technologies and Internet 2 163-169 Dec 2005

This paper discusses an evaluation method of fuzzy numbers as mean values and measurement of fuzziness defined by fuzzy measures, and the method is applicable to fuzzy numbers and fuzzy stochastic process defined by fuzzy numbers/fuzzy random vari...

Lecture Notes in Artificial Intelligence 3558 (MDAI 2005) Springer 3558 LNAI 283-293 Dec 2005 [Refereed]

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 expected reward, which is called a fuzzy...

Fuzzy Optimization and Decision Making 4(3) 191-207 Jul 2005 [Refereed]

To solve a mathematical model for American put option with uncertainty, we utilize two essentials, i.e., a λ-weighting function and a mean value of fuzzy random variables simultaneously. Estimation of randomness and fuzziness as uncertainty should...

Fuzzy Optimization and Decision Making 3(4) 367-374 Dec 2004 [Refereed]

Stimulated by Zadeh's paper (Journal of Statistical Planning and Inference,2002, 105, 233 - 264), we will try to consider a perceptive analysis of the optimal stopping problem. In this paper, the fuzzy perception value of the expectation of the op...

A Fuzzy Stopping Problem with the Concept of Perception: The Finite and Infinite Horizon Cases

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

Proceedings of NACA 2003 233-243 2005 [Refereed]

Fuzzy Optimality Equations for Perceptive MDPs

Y.Yoshida

Proceedings of IFSA 2005 3 1811-1815 2005 [Refereed]

Lecture Notes in Artificial Intelligence 3214 (Knowledge-Based Intelligent Information and Engineering Systems) Springer 2 1222-1229 Dec 2004 [Refereed]

This paper discusses an evaluation method of fuzzy numbers as mean values defined by fuzzy measures, and the method is applicable to fuzzy numbers and fuzzy stochastic process defined by fuzzy numbers/fuzzy random variables in decision making. Num...

Y.Yoshida, M.Yasuda, M.Kurano J.Nakagami and S.Kumamoto

Proceedings of 11th IEEE Intern.Conf. on Fuzzy Systems, FUZZ-IEEE 2004 2 777-782 Dec 2004 [Refereed]

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, and this paper models human behavior bas...

A Fuzzy Stopping Problem with the Concept of Perception: The Finite and Infinite Horizon Cases

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

J. Nonlinear Convex Analysis 5 233-244 2004 [Refereed]

European Call Options under Uncertainty

Y.Yoshida

Proceedings of 1st Conference on Future Business Technologies, FUBUTEC2004 40-44 2004 [Refereed]

Dynamic Decision Making based on Fuzzy Preferences

Y.Yoshida, M.Yasuda, M.Kurano J.Nakagami and S.Kumamoto

Proceedings of 10th Intern. Conf. on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU2004 1 411-418 2004 [Refereed]

Dynamic Decision Making with Fuzzy Preferences as a Utility Function

Y.Yoshida, M.Yasuda, M.Kurano J.Nakagami and S.Kumamoto

European Journal of Operational Research 151(1) 153-166 Nov 2003 [Refereed]

A discrete-time mathematical model for American put option with uncertainty is presented, and the randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoint of...

Fuzzy Sets and Systems 139(2) 333-348 Oct 2003 [Refereed]

A continuous-time decision process with fuzzy transitions, which is termed fuzzy decision process, is discussed from a viewpoint of a dynamic fuzzy system by the authors. The discounted total reward is given by a fuzzy number and is discussed by t...

Fuzzy Sets and Systems 139(2) 349-362 Oct 2003 [Refereed]

In a continuous-time fuzzy stochastic system, a stopping model with fuzzy stopping times is presented. The optimal fuzzy stopping times are given under an assumption of regularity for stopping rules. Also, the optimal fuzzy reward is characterized...

Computers and Mathematics with Applications 46(7) 1165-1172 Jan 2003 [Refereed]

In a stochastic and fuzzy environment, a multiobjective fuzzy stopping problem is discussed. The randomness and fuzziness are evaluated by probabilistic expectations and linear ranking functions, respectively. Pareto optimal fuzzy stopping times a...

European Journal of Operational Research 145(1) 221-229 Feb 2003 [Refereed]

A new model on European options with uncertainty of both randomness and fuzziness in output is presented, by introducing fuzzy logic to the stochastic financial model. The randomness and fuzziness in the systems are evaluated by both probabilistic...

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...

Proceedings of JCIS 2002(FT&T 2002) 6 133-136 Dec 2002 [Refereed]

A continuous-time mathematical model for American put option with uncertainty is presented and the randomness and fuzziness are are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoi...

Fuzzy Sets and Systems 131(2) 225-233 Oct 2002 [Refereed]

We formulate a stopping problem for dynamic fuzzy systems concerning with fuzzy decision environment. It could be regarded as a natural fuzzification of non-fuzzy stopping problem with a deterministic dynamic system. The validity of the approach b...

Fuzzy Sets and Systems 130(3) 343-355 Sep 2002 [Refereed]

A fuzzy ordering for fuzzy sets on ℝ n is presented by a fuzzy relation on ℝ n × ℝ n which is induced by closed convex cones. The suitability of the fuzzy order is discussed using the axioms A 1 -A 7 in (Fuzzy Sets and Systems 118 (2001) 375). For...

Information Science 142(1-4) 89-101 May 2002 [Refereed]

Optimal stopping models are discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. The optimal fuzzy stopping times and ε-optimal fuzzy stopping times ...

A Matrix Game and its Applications to Fuzzy Matrix Game and Interval Stochastic Game

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

Proceedings of 9th BC 116-123 2002 [Refereed]

Discrete-Time American Options Evaluated by Weighting Functions

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Proceedings of KES 2002 1 255-259 2002 [Refereed]

The Pricing of American Put Option under Uncertainty of Stock Prices

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Proceedings of EJWSM 2002 534-542 2002 [Refereed]

Dynamic Decision Making in Fuzzy and Stochastic Environments

Y.Yoshida

Proceedings of FSKD 2002 １(1) 86-89 2002 [Refereed]

Pricing of American Put Option with Uncertainty of Stock Prices by Weighting Functions

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Proceedings of FSKD 2002 2(2) 519-523 2002 [Refereed]

American Options with Uncertainty of the Stock Prices: The Discrete-Time Model

Proceedings of IFSA/NAFIPS 2001 1 592-597 Dec 2001 [Refereed]

A mathematical model for American put option and European options with uncertainty is presented and the randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpo...

An Interval Matrix Game and its Extensions to Fuzzy and Stochastic Games

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

RIMS Kokyuroku 1263 103-116 2002 [Refereed]

An Optimal Stopping Problem of Fuzzy Random Variables and its Application to Finance

Mathematical and Computer Modelling 34(5-6) 603-614 Jul 2001 [Refereed]

A zero-sum stopping game for fuzzy rewards is discussed in continuous-time dynamic fuzzy systems. A new fuzzy reward designed for the systems is introduced and the optimality inequalities for the optimal fuzzy rewards are derived by a fuzzy differ...

Mathematical and Computer Modelling 34(5-6) 615-622 Jul 2001 [Refereed]

A multicriteria optimal stopping model is discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. Pareto optimal stopping times are given for the model,...

Proceedings of FUZZ-IEEE 2001 2 960-963 Dec 2001 [Refereed]

A discrete-time mathematical model for American put option with uncertainty is presented and the randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoint of ...

American Option Pricing under Uncertainty

Y.Yoshida

Proceedings of SCI 2001 10 141-146 2001 [Refereed]

Stopping Game Problem for Fuzzy Stochastic Systems

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Proceedings of KES 2001 1 802-806 2001 [Refereed]

Option Pricing under Uncertainty in Financial Engineering

Y.Yoshida

Proceedings of KES 2001 1 807-811 2001 [Refereed]

A Fuzzy Treatment of Markov Decision Processes under Uncertain Transition Probabilities

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

Proceedings of FSS 2001 197-200 2001 [Refereed]

A Monotone Convergence for a Sequence of Convex Fuzzy Sets on R^n

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

RIMS Kokyuroku 1194 73-79 2001 [Refereed]

Degree of Order regarding Multi-dimensional Fuzzy Sets

Journal of Mathematical Analysis and Applications 246 135-149 Jun 2000

In a stochastic and fuzzy environment, two kinds of stopping models are discussed and compared. The optimal fuzzy stopping times are given under the assumptions of monotonicity and regularity for stopping rules. Also, we find that fuzzy stopping t...

J. Operations Res.Soc.Japan 43(1) 138-148 Jan 2000 [Refereed]

Concerning with the topics of a fuzzy max order, a brief survey on ordering of fuzzy numbers is presented in this article, and we will consider an extension to that of fuzzy sets. An extension of the fuzzy max order as a pseudo order is investigat...

Fuzzy Sets and Systems 109(3) 371-378 Feb 2000 [Refereed]

A limit theorem of sequences of fuzzy states in dynamic fuzzy systems is discussed when fuzzy relations are transitive. This paper analyzes the space of the solutions of a fuzzy relational equation, and the limiting fuzzy state is represented by t...

Optimal Stopping Problems of a Stochastic and Fuzzy System

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Journal of Mathematical Analysis and Applications 246(1) 135-149 2000 [Refereed]

A Fuzzy Treatment of Uncertain Markov Decision Processes

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

Proceedings of ASSM 2000 148-157 2000 [Refereed]

A Multi-Objective Optimal Stopping Prollem in a Fuzzy and Stochastic Environment

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Proceedings of ASSM 2000 256-266 2000 [Refereed]

Fuzzy Stopping a System with Randomness and Fuzziness

Y.Yoshida

Proceedings of FLINS 2000 55-61 2000 [Refereed]

A Fuzzy Treatment of Uncertain Markov Decision Processes : Average Case

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

Proceedings of 8th Bellman Continuum 12-17 2000 [Refereed]

Multi-Objective Fuzzy Stopping in Systems with Randomness and Fuzziness

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

Proceedings of 8th Bellman Continuum 341-346 2000 [Refereed]

Mathematical and Computer Modelling 30(11-12) 147-158 Dec 1999 [Refereed]

A zero-sum stopping game for a sequence of fuzzy-valued random variables is discussed. The fuzzy random variables are estimated by probabilistic expectation and fuzzy expectation. A saddle point is given for the stopping game.

A Fuzzy Treatment of Uncertain markov Decision Processes : The Average Case

Mathematical and Computer Modelling 30(7-8) 7-20 Oct 1999 [Refereed]

As the same framework of fuzzy decision processes with the discounted case, we will specify an average fuzzy criterion model and develop its optimization by 'fuzzy max order' under appropriate conditions. The average reward is characterized, by in...

Fuzzy Stopping in Continuous-Time Systems with Randomness and Fuzziness

Computers & Mathematics with Applications 37(11/12) 87-93 Jan 1999 [Refereed]

A simple estimation for Q-superharmonic fuzzy sets on recurrent sets is derived. A method to calculate the optimal value for Snell's optimal stopping problem is presented.

Computers and Mathematics with Applications 37(11/12) 77-86 Jan 1999

In this paper, by using a fuzzy relation, we define a dynamic fuzzy system with a bounded convex fuzzy reward on the positive orthant R + n of an n-dimensional Euclidean space. As a measure of the system's performance, we introduce the time avera...

For a dynamic fuzzy system, the fundamental method is to analyze its recursive relation of the fuzzy states. It is similar in that the Bellman equation is an important tool in the dynamic programming. Here we will consider the existence and the un...

Mathematical and Computer Modelling 29(2) 19-33 Jan 1999

This paper deals with a stopping game in dynamic fuzzy systems with fuzzy rewards. We show that the optimal fuzzy reward is a unique solution of a fuzzy relational equation, and we estimate fuzzy rewards, by introducing a fuzzy expectation with a ...

Stopping Game of a Sequence with Randomness and Fuzziness

International Conference on Knowledge-Based Intelligent Electronic Systems, Proceedings, KES 3 553-558 Dec 1998

The problem of optimal stopping in a continuous-time dynamic fuzzy system under possibility theory is examined. The optimization problem is considered as an extension of discrete-time dynamic fuzzy systems. The fuzzy rewards are then introduced as...

A Fuzzy Treatment of Uncertain Markov Decision Processes

Masami Kurano, Masami Yasuda, Jun ichi Nakagami, Yuji Yoshida

International Conference on Knowledge-Based Intelligent Electronic Systems, Proceedings, KES 1 150-153 Dec 1998

An optimal stopping problem of fuzzy systems with fuzzy rewards in a class of fuzzy stopping times, which are extended from usual stopping times, is discussed. Some properties regarding the optimal fuzzy stopping times are presented.

The optimization problem of long-run time-average fuzzy rewards in multi-stage decision processes with fuzzy transitions is discussed. The rewards are estimated by a fuzzy expectation, which is defined by possibility measures generated by fuzzy go...

This paper analyses a recurrent behavior of dynamic fuzzy systems defined by fuzzy relations on a Euclidean space. By introducing a recurrence for crisp sets, we prove probability-theoretical properties for the fuzzy systems. In the contractive ca...

Yuji Yoshida, Masami Yasuda, Jun Ichi Nakagami, Masami Kurano

Fuzzy Sets and Systems 94(1) 109-119 Jan 1998

A dynamic fuzzy system defined on a compact state space is considered under a monotone property of the fuzzy relation. We study the limit of a sequence of fuzzy states and obtain a convergence theorem. The limit is characterized as the solution of...

Mathematical and Computer Modelling 26(5) 53-66 Sep 1997

An optimal stopping problem for fuzzy rewards in some continuous-time dynamic fuzzy systems is discussed. An optimal stopping time is given for the fuzzy expected rewards, and an optimality equation for the optimal fuzzy reward is derived by a fuz...

The Optimal Stopping Problem for Fuzzy Random Sequences

Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano

RIMS Kokyuroku 1043 178-183 1998

The Limiting Behavior of Fuzzy States in Dynamic Fuzzy Systems

Computers and Mathematics with Applications 32(10) 17-28 Nov 1996

This paper deals with an optimal stopping problem in dynamic fuzzy systems with fuzzy rewards, and shows that the optimal discounted fuzzy reward is characterized by a unique solution of a fuzzy relational equation. We define a fuzzy expectation w...

An Optiomal Stopping Problem in a Continuous-Time Dynamic Fuzzy System

Masami Kurano, Masami Yasuda, Jun Ichi Nakagami, Yuji Yoshida

European Journal of Operational Research 92(3) 649-662 Aug 1996

We formulate a new multi-stage decision process with Markov-type fuzzy transition, which is termed Markov-type fuzzy decision process. In the general framework of the decision process, both of state and action are assumed to be fuzzy itself. The t...

Biennial Conference of the North American Fuzzy Information Processing Society - NAFIPS 1996 75-79 Jan 1996

We deal with a multi-stage decision process with fuzzy transitions, which is termed fuzzy decision process. We consider the fuzzy decision process, where both state and action are assumed to be fuzzy, from a point of view of a dynamic fuzzy system...

Annual Conference of the North American Fuzzy Information Processing Society - NAFIPS 268-273 Dec 1995

We deal with a multi-stage decision process with fuzzy transitions, which is termed fuzzy decision process. We consider the fuzzy decision process, where both state and action are assumed to be fuzzy, from a point of view of a dynamic fuzzy system...

A Continuous-Time Dynamic Fuzzy System

Y.Yoshida

RIMS Kokyuroku 978 179-182 1996

A Fuzzy Relational Equation in Dynamic Fuzzy Systems

M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida

RIMS Kokyuroku 978 183-189 1996

The Transitive Closure fo Fuzzy Relations with a Contraction Property

Y.Yoshida

Bull. Infor. Cyber. Res. Ass. Stat. Sci. 27(1) 121-128 1995

Yuji Yoshida, Masami Yasuda, Jun ichi Nakagami, Masami Kurano

Fuzzy Sets and Systems 66(1) 83-95 Aug 1994

This paper is a sequel to Yoshida et al. (1993), in which the potential theory for linear fuzzy relations on the positive orthant R + n is considered in the class of fuzzy sets with a compact support under the contractive assumption. In this pape...

Intelligent Techniques and Soft Computing in Nuclear Sciences and Engineering

YOSHIDA Yuji (Part:Joint Work, Fuzzy Stopping of a System with Randomness and Fuzziness, (pp.55-61))

World Scientific, Singapore Aug 2000

The Chapter 21 ‘Fuzzy Decision Processes with Expected Fuzzy Rewards’ (Y.Yoshida) in the book ‘Uncertainty Analysis in Engineering and Sciences’

Kluwer Academic Publishers, Boston 1997

The Chapter 9 ‘Order Relations and a Monotone Convergence Theorem in the Class of
Fuzzy Sets on R^n’ (M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida) in the book ‘Dynamical Aspects in Fuzzy Decision Making’

Physica-Verlag, Springer 2001

The Chapter 24 ‘Optimal Stopping in Fuzzy Stochastic Processes and its Application to
Option Pricing in Financial Engineering’ (Y.Yoshida) in the book ‘Soft Methods in Probability, Statistics and Data Analysis’

Physica-Verlag, Springer, Heidelberg 2002

The Chapter III-16 ‘A Discrete-Time European Options Model under Uncertainty in
Financial Engineering’ (Y.Yoshida) in the book ‘Multi-Objective Programming and Goal-Programming’