Renewal Reward Processes with Fuzzy Rewards and Fuzzy Inter-arrival Times

  • Hong, Dug-Hun (Department of Mathematics, Myongji University) ;
  • Do, Hae-Young (Daegu-Kyungbuk WISE Center of Catholic University of Daegu) ;
  • Park, Jin-Myeong (Division of Information and Computer Sciences, Dankook University)
  • Published : 2006.02.28

Abstract

In this paper, we consider a renewal process in which both the inter-arrival times and rewards are fuzzy random variables. We prove the uniform levelwise convergence of fuzzy renewal and fuzzy renewal rewards. These results improve the result of Popova and Wu[European J. Oper. Research 117(1999), 606-617] and the main result of Hwang [Fuzzy Sets and Systems 116 (2000), 237-244].

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