Discrete time credibilistic processes: Construction and convergences
In this paper, we discuss a method of constructing a credibilistic process which is a family of fuzzy variables on credibility space. Applying the extension theorem in credibility theory, the finite or infinite horizon credibilistic process is made up from a family of credibilistic kernels. Also, for the Markov case, convergence theorems are given and credibilistic risk models for reward processes are considered, whose risk is completed by the recursive equation.
discrete time credibilistic process fuzzy variables credibility theory convergence theorems c? c ? -property c? c ? c? c ? c ?