Institution: | a Department of Electric, Electronic and Computer Engineering, Faculty of Engineering, Kyushu Institute of Technology, Tobata, Kitakyushu 804-8550, Japan b Department of Economic Engineering, Faculty of Economics, Kyushu University 27, Fukuoka 812-8581, Japan |
Abstract: | Bellman and Zadeh have originated three systems of multistage decision processes in a fuzzy environment: deterministic, stochastic and fuzzy systems. In this article, we consider an optimization problem with an optimistic criterion on a fuzzy system. By making use of minimization–maximization expectation in a fuzzy environment, we derive a recursive equation for the fuzzy decision process through invariant imbedding approach. By illustrating a three-state, two-decision and two-stage model, we give an optimal solution through dynamic programming. The optimal solution is also verified by the method of multistage fuzzy decision tree-table. |