Fuzzy dynamic programming

We provide a brief review of basic problem classes and developments of fuzzy dynamic programming which is a promising tool for dealing with multistage decision making and optimization problems under fuzziness (under fuzzy constraints on decisions made and fuzzy goals on states attained). We discuss cases of a deterministic, stochastic, and fuzzy state transitions, and of the fixed and specified, implicitly given, fuzzy, and infinite termination times.

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