On fuzzy criterion set dynamic programming

Discusses the framework for fuzzy criterion set-based dynamic programming, which generalizes the tools that are 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 outline certain properties of the resultant models, including existence and uniqueness, and stability theorems of solutions to this model, including the fact that, under the regular hypothesis assumption, the optimal control is a bounded critical number policy