FUZZY CRITERION SET AND FUZZY CRITERION DYNAMIC-PROGRAMMING

This paper presents a framework for fuzzy criterion set and fuzzy crit erion dynamic programming which generalizes the tools applicable to an array of fuzzy decision models, particularly those represented by the generalized reservoir operation and the stochastic inventory models. The objective is to maximize the expected fuzzy criterion function of the product of fuzzy criterion sets. We prove certain properties of th e resultant models including existence, uniqueness, and stability theo rems of solutions to this model and show that under the regular hypoth esis assumption, the optimal control is a bounded critical number poli cy. (C) 1996 Academic Press, Inc.