In this paper, we propose ct fuzzy satisficing method for the solution
of multiobjective linear continuous optimal control problems. To solv
e these multiobjective linear continuous optimal control problems, we
first discretize the time and replace the system of differential equat
ions by difference equations. By introducing suitable auxiliary variab
les, approximate linear multiobjective programming problems are formul
ated. Then by considering the vague nature of human judgements, we ass
ume that the decision maker may have fuzzy goals for the objective fun
ctions. Having elicited the corresponding linear membership functions
through the interaction with the decision maker, if we adopt the fuzzy
decision for combining them, it is shown that the formulated problem
can be reduced to a linear programming problem and the satisficing sol
ution for the decision maker can be obtained through the simplex metho
d of linear programming. An Illustrative numerical example is provided
to indicate the efficiency of the proposed method.