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Discrete-time hybrid processes and discounted total expected values

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Abstract

A Markov-type hybrid process with discrete parameters is constructed from credibilistic kernels and stochastic kernels. To evaluate a hybrid reward process, a discounted total expected value is defined, which is characterized as a fixed point of the corresponding operator. Also, examples are given.

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Authors and Affiliations

  1. The Institute of Statistical Mathematics, 10-3 Midori-cho, Tachikawa, Tokyo, 190-8562, Japan

    Masayuki Kageyama

  2. Graduate School of Science, Chiba University, Chiba, Japan

    Buheeerdun Yang & Pingjun Hou

Authors
  1. Masayuki Kageyama
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  2. Buheeerdun Yang
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  3. Pingjun Hou
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Corresponding author

Correspondence to Masayuki Kageyama.

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Kageyama, M., Yang, B. & Hou, P. Discrete-time hybrid processes and discounted total expected values. Fuzzy Optim Decis Making 10, 341–355 (2011). https://doi.org/10.1007/s10700-011-9109-2

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  • DOI: https://doi.org/10.1007/s10700-011-9109-2

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